Economic Capital Quantitative Analyst  We Offer :  The ERC Methodology team is part of the Enterprise Operational Risk Management functional area, reporting to the Chief Risk Officer. The team is responsible for developing and refining concepts to ensure ERC framework is fit for multiple purposes (capital, risk, performance management).  1. Develop and refine concepts to ensure ERC framework is fit for multiple purpose (Capital,performance & risk management)  2. Ensure models are fit to produce accurate numbers for business decisions  3. Ensure creating consistent capture of risk components across models  4. Making sure that the model adheres to internal and external expectations;   5. Reviewing the implementation of the model in IT systems;   6. Describing and documenting the model following internal and external standards; and   The team has an opportunity for an experienced Risk professional   Duties and Responsibilities :   The successful candidate will have the opportunity to :  Play a central role in the development of a - best in class- Economic Capital model  1. Understand how the Economic Capital model is used in a leading financial institution  2. Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture  3. Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes  4. Collaborate with IT analysts and developers to implement changes to the model  5. Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications  You Offer:  At least 3+ years of experience in quantitative risk measurement within an investment bank or other financial institution; previous Economic Capital experience is desirable  1. Previous experience in leading methodology development projects and supervising quantitative analysts would be an advantage  2. The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.   3. A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage  4. General knowledge of risk issues and investment products  5. Candidates with some programming experience is an advantage, preferably using C#  6. Experience in methodology documentation is highly valued  7. Ability to work well in a team and building relationships  8. Ability to produce high quality, accurate work, under pressure and to tight deadlines  9. Willingness to challenge the status quo and ability to provide alternative approaches.

Mumbai

Credit Suisse - Economic Capital Quantitative Analyst 

Credit Suisse - Economic Capital Quantitative Analyst  ,Job Description for Credit Suisse - Economic Capital Quantitative Analyst  in Credit Suisse in  Mumbai for (5-9) years of experience. Apply Now!

Job Description for Credit Suisse - Economic Capital Quantitative Analyst  in Credit Suisse in  Mumbai for (5-9) years of experience. Apply Now!