Jun. Risk Modeler

3 weeks ago

Mumbai, India Credit Suisse Full time

**Your field of responsibility**
- Develop models, ensuring theoretical soundness by employing advanced mathematical and statistical techniques
- Demonstrate independence in testing design and execution, results interpretation and presentation, and production of robust documentation
- Collaborate with colleagues across the globe, and will regularly engage with stakeholders such as business, senior management and regulators
- Play a role in the documentation and review of risk capture, sensitivities and data assets used in model
- Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
- Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes
- Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
- Collaborate with Quant Strats internal and external teams on the development, implementation, and review of projections models

**Your future colleagues**:
You will join the QS Projection Modelling team. You will be involved in the development and maintenance of comprehensive and consistent risk models for VaR/ Stressed VaR RWA projection and stress testing areas, meeting both internal management and regulatory requirements.

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**
- Degree in mathematics, physics, econometrics, statistics or engineering is preferred. Professional qualification e.g. CFA, FRM, PRIMA would be an advantage.
- Good understanding of financial and derivative products, and risk modelling. Strong foundation in Probability and Statistics.
- Excellent analytical and problem solving skills, and knowledge of risk management concepts and techniques such as VaR, Stressed VaR, regression and time series modelling.
- Have experience/knowledge of market risk RWA modeling for example VaR/SVaR, CVA, etc.
- Proficiency in programming language such as R, Python, C++, Matlab.
- Good MS Excel/ Access/SQL and VBA knowledge.
- Strong presentation skills; able to document and communicate complex topics to a diverse range of audiences.
- Willingness to question and challenge the status quo and ability to provide alternative approaches.
- 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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