Risk Modeler

2 weeks ago

Mumbai, India Credit Suisse Full time

**Your field of responsibility**

You will lead independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and efficient use of the model, etc.

Seek to review, verify and validate models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment.

Seek 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.

The truly global scope of model risk means that this role will involve working with an incredibly broad group of partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models.

**Your future colleagues**:
The Model Risk Management (MRM) team has a directive to review and approve the models used in the bank in order to make sure that the risk due to design and use of model is accurately managed and mitigated.

As a part of the MRM Enterprise Risk Management IB Stress Testing Validation team, you will get exposure to modeling in a wide variety of risk areas such as credit risk, market risk, operational risk etc. The current heightened regulatory focus on these areas and the team’s broader model risk scope also guarantees a significant level of interest and visibility to the business and senior management.

We are a department which 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 are expected to possess the below:

- Hold an advanced degree in a quantitative field, eg. Mathematics, Statistics, Financial Engineering
- 3-6 year professional experience in financial modelling and/or model validation
- Proven experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience you should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics
- Acquired leadership experience in a technical role of either model development or model validation (advantageous)
- Client focus and can communicate optimally with senior partners, including the ability to explain complex topics to a diverse range of audiences and build positive relationships
- Self-motivated, disciplined, task focused, structure approach when presenting work, and have a proven record of delivering high quality results to strict deadlines
- 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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