Risk Modeler-model Validation

7 days ago

Mumbai, Maharashtra, India Credit Suisse Full time

Your field of responsibility

Your responsibilities include:

  • The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models.
  • Validation of models and qualitative estimation approaches used within the Treasury and Liquidity space. This includes validation of models covering stress testing, IRRBB, Liquidity risk.
  • Performing testing and producing validation documentation following the model validation guidelines
  • Timely delivery of model reviews with effective challenge and reporting of identified issues.
  • Independent model validation through statistical techniques, development of benchmark models and data analysis.
  • Review of model methodologies to ensure continuing compliance with different regulatory rules.
  • Coordinating and collaborating with business partners across Treasury, Business specialists and risk management.
  • Conducting research for establishing methodologies that estimate model risks.
  • Encouraged to demonstrate independence in planning and partner engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties.

Your future colleagues:


The department values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values.


Your skills and experience

You'll be a good match, if you have:

  • Relevant past experience of 4-5 years in Model Validation, Treasury, Liquidity management or ALM space with Quantitative Risk Management experience is preferred.
  • Good knowledge of financial products, financial risk management and statistics.
  • Client focus and the ability to communicate optimally with senior partners, and can explain complex topics to a diverse range of audiences.
  • Selfmotivation, field, task focus, can structure and present work and a proven record of delivering high quality results under strict deadlines.
  • Proven experience of statistical models and broader financial modeling.
  • Result oriented, dedicated, hardworking and can work on own initiative whilst also working collaboratively and deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards
  • Dedication to fostering an inclusive culture and value diverse perspectives

Your new employer:

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856.

Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible.

Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law.

If you require assistance during the recruitment process, please let your recruiter know.

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