Credit Suisse - AVP - Challenger Analytics

Credit Suisse (CS) is in the process of developing its regional legal entity focus to complement its existing global product focus. CS's Enterprise Risk Management (ERM) department within the Chief Risk Officer (CRO) division partners with key stakeholders throughout the Bank to strengthen holistic risk coverage and optimize the capital planning process commensurate with the firm's risk profile. ERM is building its stress testing and overall risk capabilities to meet an evolving regulatory environment in the US.

Credit Suisse is seeking an Assistant Vice President (AVP) in its Mumbai office to support its CCAR Challenger Analytics team within ERM. The CCAR Challenger analytics team is responsible for building challenge models in order to support the stress testing efforts at Credit Suisse as part of its CCAR submissions. For this function it works with Front Office, Model Managers, Scenario Design, Model Validation and other Risk and Finance functions.

We offer :

- Support the Bank's CCAR Challenger modeling team

- Review and challenge assumptions and procedures developed by FO, Risk, Treasury and Finance modeling teams

- Develop challenger models for PPNR, Loss, RWA and Other models

- Work closely with audit and model validation teams in order to find and improve weaknesses in CCAR models

You offered :

- 2-5 years of experience in pricing, risk, loss and/or capital modeling and forecasting in banking or other financial sector

- Masters or PhD in a quantitative discipline

- Experience with CCAR processes is highly beneficial

- Ability to work in high pressure environments under tight deadlines

- Ability to communicate complicated technical ideas clearly and visually to senior management and other stakeholders