HR at Credit Suisse
Views:11537 Applications:179 Rec. Actions:Recruiter Actions:6
Credit Suisse - Scenario Modeling Role - PPNR Methodologies (2-6 yrs)
- This role would be part of the Global Scenarios group within Enterprise Risk Management division of CRO.
- The successful candidate will be presenting methodology developments along with impact analysis to senior management.
- Moreover the role is within one of the fastest growing and critical areas of the bank. Scenario analysis and macroeconomic scenario modeling are expected to gain even more prominence in the future.
- Stress testing is viewed internally within Credit Suisse as an internal risk management / business planning tool and not just as a regulatory requirement.
- The successful candidate is expected to take this one step further and better integrate scenario results with decision making process of senior management and Board. The Global Stress Testing group is responsible for developing scenario methodology centrally across the group and different legal entities.
- The job entails working on PPNR methodologies focused on Private Banking, Asset Management, Wealth Management and Investment Banking products.
- This will involve close collaboration with experts across the businesses to deliver methodologies which adhere to modeling and documentation standards.
- Contribute to the development of PPNR models that would feed into internal risk appetite and limit setting processes. Thus successful candidate would be expected to further integrate stress testing results with business decision making process.
- This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
- Excellent financial/statistical modeling skills with a strong quantitative background - Graduation from a top tier technology or management institute
- Strong knowledge of PPNR concept
- Significant experience across asset class
- Knowledge of statistical packages (such as R) is a plus
- 2+ years of relevant experience
- Excellent communication skills
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.