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 force 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 create innovative 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. We offer : The Global Credit Products and CVA Risk Methodology Analyst is responsible for: - Analysing and understanding key VaR methodology improvements across various asset classes - Performing self-led analysis into the new model inputs, market data, pros and cons of methodology performance and proactively develop solutions to negative model behavior - Testing the methodology impacts on the bank's portfolios at various levels globally and explaining the impacts and drivers to senior management - Designing market data prototypes and controls for the firm's new VaR models - Managing junior team members, instructing and guiding them to run relevant analysis - Key go-to person to ensure successful final methodology go-live with adequate control in place - Compiling and presenting road shows for senior management covering regulatory impacts, key methodology features & capital implications - Preparing the regulatory submission packages and responding to associated questions/information - Liaising with Risk Managers, Quants, FO and IT on the methodology and its implementation - Delivering training around new methodology implementations - The role requires a solid quantitative background which enables the analyst to challenge technical considerations regarding implementation of new VaR methodology and new risk types. The analyst has to be a good and a confident communicator, able to defend and challenge the model assumptions as well as explaining the new methodology implications to different audiences and forums. You offer: - The role would suit a candidate with experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance. It is essential that the candidate has a very good understanding of financial mathematics, and in particular an understanding of derivative instruments and the risks they generate. He or she also needs to understand the effects, and relative importance, of underlying risk factors upon the value of the instruments. - A very strong mathematical background is essential. In addition a background in statistics, time series analysis and probability theory would be of particular interest. Problem solving skills, as well as computational and communication skills, are essential. The candidate should be able to explain complicated concepts clearly to all members of staff, and present their proposals in a clear and precise manner to senior management and regulatory bodies. Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success

Mumbai

Credit Suisse - AVP - Quant - Risk Validation/Stress Testing 

Credit Suisse - AVP - Quant - Risk Validation/Stress Testing  ,Job Description for Credit Suisse - AVP - Quant - Risk Validation/Stress Testing  in Credit Suisse in  Mumbai for (5-7) years of experience. Apply Now!

Job Description for Credit Suisse - AVP - Quant - Risk Validation/Stress Testing  in Credit Suisse in  Mumbai for (5-7) years of experience. Apply Now!