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Credit Risk Management is a unit within the CRO Division. We are responsible for developing and documenting the methodologies used to measure credit risk as well as for reporting on those risks Credit Suisse is exposed to. These activities involve frequent interaction with a number of significant partners such as front office, risk analysis and reporting, financial accounting as well as auditors and regulators.

Given improved regulatory scrutiny of large banks, our area has seen a significant increase in the number of regularly required reports as well as the number of ad-hoc requests especially from regulators. We are therefore looking to expand our Group to cope with the additional workload and at the same time remain dedicated in further developing the methods we apply in measuring and handling our risks.

Counterparty Credit Risk (CCR) Methodology team in Mumbai is an integral part of the global CRM Credit Analytics team. The Team is responsible for the development of methodologies/Credit Risk models for the measurement of Counterparty Credit Risk. These models calculate the Risk Capital of the bank and have important partners. The team is also responsible for actively engaging with counterparts in Zurich and London to upgrade, develop, Monitor and calibrate risk models.

Job Requirement:

You have experience/Knowledge with at least one of the following :

- PD / LGD Models

- Pricing models

- Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)

- Analytical skills/Numerical degree (physics/Mathematics/Engineering). CFA/FRM/CQF will be preferred.

- You have a very good programming skills, eg. R, MATLAB, Python or C++, VBA, SQL, and Office package is highly recommended (any of them, R preferred)

- You have deep knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.

- You are responsible for deliverables. A winning personality, conceptual and strong communication skills.

- You are highly Detail

- Oriented and strong team-players.

- You have excellent analytical skills, especially with regards to financial analysis.

- Flexibility and the ability to work in a diverse environment.

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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