Risk Modeler
- Employer
- Credit Suisse
- Location
- Mumbai, India
- Salary
- Competitive
- Closing date
- Apr 30, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
We Offer
Primary Job Responsibilities
The Economic Risk Capital (ERC) Methodology team reports to the Chief Risk Officer of the Bank and is responsible for
You Offer
You are expected to possess the below:
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
We Offer
Primary Job Responsibilities
- Work on the improvement of model components of the Economic Capital model
- Development and implementation of new methodologies and monitoring of existing methodologies for Economic Capital model
- Seek to ensure that risk models are adequately documented for both internal and external (e.g. regulatory) purposes.
The Economic Risk Capital (ERC) Methodology team reports to the Chief Risk Officer of the Bank and is responsible for
- Creating models which capture all risks across CS businesses
- Ensuring adherence of the models to internal and external expectations
- Implementing models in IT systems
- Documenting models using appropriate documentation standards
- Establishing policies and processes covering risks attached to ERC model
You Offer
You are expected to possess the below:
- At least 1-2 years financial sector experience, preferably with hands-on market risk modelling within an investment bank or large commercial bank, an industry association or hedge fund.
- Relevant undergraduate degree in science, technology, mathematics, engineering or other logical field preferred.
- Post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an advantage.
- Proficient in risk issues and investment products would be also desirable.
- Python programming experience
- Experience in methodology documentation would be valued.
- Previous VaR or Economic Capital experience is required.
- Ability to work well in a team and are a relationship builder, produce high quality, accurate work, under tight deadlines and can thrive under pressure
- Willingness to question and challenge the way things are done and to come up with alternative approaches
- High level of integrity, sense of urgency, attention to detail and quality standards
- Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
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