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27/04 Rashmi Gaikwad
HR at Credit Suisse

Views:60103 Applications:895 Rec. Actions:Recruiter Actions:77

Credit Suisse - Quant Role - Market Liquidity Risk Management (1-6 yrs)

Mumbai Job Code: 445214

Role Description:

- 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

Required :

- At least 2 years- 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, PRIMA would be an advantage

- General knowledge of risk issues and investment products, together with some programming skills would be also desirable

- Candidates are required to have programming experience, preferably using C++

- 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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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