HR at Credit Suisse
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Credit Suisse - Market Risk Analyst - Quant - Economic Capital Model (2-8 yrs)
Powai Drive for Market Risk Analyst - Quant Roles
Decription :
- Play a central role in the development of a best in class Economic Capital model
- Understand how the Economic Capital model is used in a leading financial institution
- Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
- Research alternative methodologies, and compare them; justify and test the chosen option
- Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes
- Collaborate with IT analysts and developers to implement changes to the model
- Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
You Offer:
- At least 2 yrs experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required
- The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.
- A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM would be an advantage
- General knowledge of risk issues and investment products, together with some programming skills would be also desirable
- Experience in methodology documentation is highly valued
- Ability to work well in a team and building relationships
- Ability to produce high quality, accurate work, under pressure and to tight deadlines
- Willingness to question and challenge the status quo and ability to provide alternative approaches
If interested please send me your resume with the below details :
Total Years of experience/ Relevant Experience:
Current CTC: Fixed + variable
Expected CTC:
Notice Period (Negotiable?)
Reason for change:
Any offers in process:
Open for Relocation (if applicable):
Any education or employment Gap: (If yes please specify the year & reason) :
Availability for face to face interview in Mumbai -
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