Credit Suisse - AVP - Enterprise Risk Stress Testing Analyst

We Offer

The successful candidate will be developing and working with credit modelling teams on improving existing credit risk stress testing methodologies; and presenting to senior management.

This would involve working closely with credit risk team to understand and provide effective challenge to approaches developed by Credit modelling.

This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.

The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes. Thus the successful candidate would be expected to further integrate stress testing results with business decision making process. The role is a high visibility role with key stakeholders ranging from credit modelling, Senior Management and Regulators.

The expectations from successful candidate would be - 

- Solid understanding of stress testing methodology, especially credit risk

- Successfully collaborate with credit modelling to enhance scenario methodology

- Ability to present complex issues to senior management in a simple way

You Offer

- Excellent financial modeling skills with a strong quantitative background (degree in finance with quantitative background)

- Experience of working in R / MATLAB or one of the programming languages such as C# / Java / Python

- 2017 CREDIT SUISSE GROUP AG and/or its affiliates. All rights reserved.

- 5+ years- experience of having worked in a credit risk modelling function Prior experience of developing stress testing methodology would be preferred Excellent communication skills (both verbal and written)

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.