- Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global strength employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to build creative solutions to meet the needs of our clients- and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let's shape the future of Credit Suisse together. Credit Risk Management - Credit Analytics is a unit within the CRO Division. We are responsible for developing, maintaining and - documenting the models and methodologies used to measure credit risk. - These activities involve frequent interaction with a number of significant business partners such as front office, credit risk management, financial accounting as well as auditors and regulators. - Given enhanced regulatory scrutiny of large banks and changing business landscape, our area has seen a significant increase in the number of credit risk models. - We are therefore looking to establish a team to cope with the additional workload and at the same time remain enthusiastic. - A challenging role in the newly established Model Performance Monitoring team located in Mumbai as an Investment Banking Risk with the possibility to be part of a growing area right from the beginning. The team will be responsible for the model performance monitoring for all credit risk models owned by Credit Analytics We Offer: - Development, prototyping and back-testing of Monte Carlo Credit Exposure Models including collateral modelling, AIRB PD, LGD, Rating Models, CCF models. - Responsible for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit - Possibility to support the IT strategic implementation of complex risk and simulation systems - Close interaction with various partners including model owners and credit officers in order to generate valued reports on the model performance of credit risk models - Other bespoke requests regarding exposure analysis for several audit or regulatory reports. Preparing, processing and querying large amount of financial data We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products. YouOffer An Ideal Candidate should have experience/Knowledge with at least one of the following - OTC Derivatives, Secured Financing Transactions - Pricing models - Computation of risk metrics (e.g VaR, EPE, PFE, Greeks) - Knowledge of AIRB parameters modeling ( PD, LGD, EAD, Rating Models) - You should have Analytical/Numerical degree (physics/Mathematics/Engineering). CFA/FRM/CQF will be preferred. - You need to have very good programming skills, eg. R, MATLAB, Python or C++, VBA, SQL, and Office package is highly recommended. - If you have knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered effective. - You have strong verbal and written skills, with an ability to explain analytical issues and synthesize complex analyses in a form that is appropriate for management interactions - Credit Suisse is an equal opportunity employer. Embracing diversity gives us a competitive advantage in the global marketplace

Mumbai

Credit Suisse - AVP - CRM Model Performance Monitoring 

Credit Suisse - AVP - CRM Model Performance Monitoring  ,Job Description for Credit Suisse - AVP - CRM Model Performance Monitoring  in Credit Suisse in  Mumbai for (4-10) years of experience. Apply Now!

Job Description for Credit Suisse - AVP - CRM Model Performance Monitoring  in Credit Suisse in  Mumbai for (4-10) years of experience. Apply Now!