Credit Suisse - Market & Credit Risk Role - VaR/Model Validation/Quant

Market & Credit Risk VaR Model Validation Quant

Your field of responsibility :

An outstanding opportunity to join the Trading Model Validation team within Model Risk Management (MRM), which is responsible for managing the validation and approval of Pricing models, Market risk and Counterparty credit risk models. The vacancy is for an ENO/AVP model validation quant focusing on validation of the Market risk VaR and FRTB models. You will manage the relevant tasks that include:

- Reviewing and testing of Market risk VaR, Risk not in VaR (RNIV) and FRTB models for credit products.

- Clear documentation of all testing, with follow ups for identified modelling issues.

- Engagement on modelling issues with model owners, market risk managers and model governance.

- Interaction with internal and external audit and regulators.

Your future colleagues :

The team is dedicated, hardworking and used to work independently as well as collaboratively. We work with a high level of integrity, attention to detail and look for a colleague who shares our passion and high standards.

We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values.

Your skills and experience :

We are looking for:

- Dedicated individual with high level of technical quantitative skills.

- Empirical and critical mind-set, and proven ability to look at problems in an original way.

- Proven experience in the area of Market Risk and FRTB modelling and knowledge of credit products.

- Evidence of the above through higher academic degree in maths/physics/engineering/quantitative finance or equivalent work experience.

- Outstanding attention to details as well as accurate and confident written and verbal communication skills.

- Proven programming experience will be valuable.

- Dedication to fostering an inclusive culture and value diverse perspectives

Your new employer :

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.