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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 partners such as front office, credit risk management, financial accounting as well as auditors and regulators.

Given improved regulatory scrutiny of large banks and changing the business landscape, our area has seen a substantial increase in the number of credit risk models.

We are therefore looking to build our team to cope with the additional workload and at the same time remain dedicated.

We Offer :

- Opportunity to work in the team located in Mumbai which owns the Credit Economic Risk Capital (CERC) methodology and calculation. The CERC is a part of the capital framework model for measuring potential unexpected loss in the economic value of the Group's portfolio of financial positions due to credit risk.

- Statistical analysis of internal and external data covering a wide range of credit risk types, including retail and wholesale lending, counterparty and traded credit risk.

- Identification and definition of product-specific risk characteristics (trading book assets, retail and wholesale loans, OTC derivatives, etc.).

- Researching, developing, prototyping and implementing new modeling, calculation and reporting approach in a continuous improvement cycle for credit portfolio models.

- 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. Producing analysis required for validation/audit/regulatory reporting.

- Work closely with the CERC teams in Zurich and IRC teams in Mumbai/Zurich on methodology development work. Work with Risk IT who implements the methodology.

You Offer:

- Roles in Credit Analytics are technical and hence even for a managerial position it will require you to be highly detail oriented and undertake hands-on tasks 1+ years of relevant work or academic experience in credit risk modeling, like portfolio/economic capital modeling or counterparty exposure modeling.

- Deep understanding of risk modelling in credit risk, credit business and/or financial markets in general.

- Strong Quant skills and aptitude - We expect you to have a deep understanding of Probability and Statistics / other quant concepts used in the above areas

- Good technical skills - exposure/hands on to at least one of the below programming language/database:

- Programming and Algorithms: R, Python, Matlab, etc.

- Database and SQL: MS

- Access, MySQL, Oracle, etc.

- Advanced degree in finance, mathematics, statistics, econometrics, engineering or other quantitative subjects.

- You are able to demonstrate deep understanding and are willing to have strong

- Communication skills (oral and written): Ability to communicate logically and precisely, including writing extended documentation

- Strong ability to write rigorous and clear mathematical model documentation.

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

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