Sen. Risk Modeler

2 weeks ago

Mumbai, India Credit Suisse Full time

**Your field of responsibility**

You will have the opportunity to work in the Credit Portfolio Modelling team in the Quantitative Analysis and Technology area of Credit Suisse’s Chief Risk Officer division in Mumbai.

In this function you are involved in mathematical design and prototyping of credit portfolio models, such as the Incremental Risk Charge, Trading Issuer Default Loss and FRTB Default Risk Charge models, as well as in the production implementation of these models in the firm’s strategic IT systems. Additionally, you identify risks and perform statistical analyses with focus on credit risky products (e.g. lending, derivatives, CDSs, bonds). You have regular interaction with a wide range of stakeholders across the Bank (e.g. credit and market risk managers, model risk management).

**Your future colleagues**:
Credit Suisse is truly global, and you will be working alongside colleagues from across Asia, Europe and US. You will join a highly motivated and innovative team of model developers, working on sophisticated risk models. We work with a high level of integrity, attention to detail and look for a colleague who shares our passion and high standards.

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**

In addition you bring the following requirements:

- An advanced technical degree (Master or PhD) in Mathematics, Physics, Econometrics, Engineering, Computing, etc.
- Strong quantitative and statistical modeling skills.
- Prior experience in credit portfolio/economic capital modelling or counterparty exposure modelling, alternatively AIRB or provisioning models is a strong asset.
- Programming skills, preferably, Python, R, C++ or C#.
- Ability to communicate logically and precisely, including writing rigorous and clear mathematical model documentation
- A pragmatic and solution-oriented working style and willingness to work hands-on. Ability to work both independently and as part of a team.

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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