- 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. We offer: - Opportunity to work in the team that owns the FRTB DRC and Incremental Risk Charge (IRC) methodology and calculation. The IRC is a regulatory capital charge for credit risk in the trading book. It requires an internally designed calculation that must meet regulatory standards. - Researching, developing, prototyping and implementing new modelling, calculation and reporting approaches in a continuous improvement cycle. This includes model parameters calibration, taking care of performance issues, and scheduling a formal IT update cycle. - Liaising internally with risk managers and Front Office clients, including explaining day-to-day movements, performing ad-hoc analysis and answering technical or background questions on the model and requirements. - Work closely with the IRC teams in London and New York on methodology development work. - Work with Risk IT who implements the methodology. - Produce analyses required for regulatory reporting and analyses requested by regulators You offer: - You are highly detail oriented and undertake hands-on tasks - You have Strong Quant skills and aptitude - deep understanding of Probability and Statistics / other quant concepts used in above areas - You have good technical skills - exposure/hands on to at least one of the below programming language/database: - Programming and Algorithms: R, Python, Matlab, VBA etc. - Database and SQL: MS Access, MySQL, Oracle etc. - You have an Advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject. - You should be able to communicate logically and precisely, including writing extended documentation Credit Suisse is an equal opportunity employer. Embracing diversity gives us a competitive advantage in the global marketplace and drives our success

Mumbai

Credit Suisse - AVP - Incremental Risk Charge Methodology & Calculation Team 

Credit Suisse - AVP - Incremental Risk Charge Methodology & Calculation Team  ,Job Description for Credit Suisse - AVP - Incremental Risk Charge Methodology & Calculation Team  in Credit Suisse in  Mumbai for (4-10) years of experience. Apply Now!

Job Description for Credit Suisse - AVP - Incremental Risk Charge Methodology & Calculation Team  in Credit Suisse in  Mumbai for (4-10) years of experience. Apply Now!