Credit Suisse - Market Risk Python Modeler (2-6 yrs)
Credit Suisse - Market Risk Python Modeler
Python expertise is a Mandate :
- Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice.
- Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
We Offer :
The ERC Methodology team reports to the Chief Risk Officer and is responsible :
1. Creating models which capture all risks across CS businesses
2. Making sure those models adhere to internal and external expectations
3. Implementing models in IT systems;
4. Describing and documenting models following internal standards; and (5) establishing policies and processes covering risks attached to Economic Capital model
- The ERC Methodology team, within Market Risk Management (MRM), provides the Economic Capital Framework for the bank. It provides clarity on the model to both internal and external parties, specifically regulatory bodies (e.g. PRA, FINMA). The team currently consists of around 10 people located into London and Mumbai.
- The team has an opportunity for an experienced Market Risk professional to assist in the creation, implementation and maintenance of ERC methodologies.
Duties and Responsibilities :
The principle responsibilities are as follows :
- Work on the improvement of model components of the Economic Capital model
- Development and implementation of new methodologies for Economic Capital model
- Ensure that risk models are adequately documented for both internal and external (e.g. regulatory) purposes.
You Offer :
- You have at least 2 years financial sector experience, preferably with hands-on market risk modelling within an investment bank or large commercial bank, an industry association or hedge fund.
- Relevant undergraduate degree in science, technology, mathematics, engineering or other logical discipline preferred.
- Post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an advantage.
- General knowledge of risk issues and investment products would be also desirable.
- Candidates are required to have Python programming experience
- Experience in methodology documentation would be valued.
- Previous VaR or Economic Capital experience is required.
- Ability to work well in a team and are a relationship builder.
- Ability to produce high quality, accurate work, under tight deadlines
- Willingness to question and challenge the way things are done and to come up with alternative approaches
- High level of integrity, sense of urgency, attention to detail and quality standards
Equal Opportunity Statement :
- 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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