We Offer: This is a Quant role in CCR Methodology, Model Performance Monitoring division with focus on: - 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 - Development, prototyping and back-testing of Monte Carlo Credit Exposure Models including collateral modeling - 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. You Offer: - You are able to demonstrate the following qualifications and competencies: You 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) - Analytical skills /Numerical degree (physics/Mathematics/Engineering). CFA/FRM/CQF will be preferred. - You have a very good programming skills, eg. R, MATLAB, Python or C++, VBA, SQL, and Office package is highly recommended (any of them, R preferred) - You have deep knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous. - You are responsible for deliverables. A winning personality, conceptual and strong communication skills. - You are highly Detail Oriented and strong team-players. - You have excellent analytical skills, especially with regards to financial analysis. - Flexibility and the ability to work in a diverse environment.

Mumbai

 Credit Suisse - AVP - Model Performance Monitoring  

 Credit Suisse - AVP - Model Performance Monitoring   ,Job Description for  Credit Suisse - AVP - Model Performance Monitoring   in Credit Suisse in  Mumbai for (5-7) years of experience. Apply Now!

Job Description for  Credit Suisse - AVP - Model Performance Monitoring   in Credit Suisse in  Mumbai for (5-7) years of experience. Apply Now!