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. By being part of our team in the IRRBB modeling, you will be working on quantitative models in the context of the measurement of interest rate risks in the banking book. This includes modelling of the expected volume and margin evolution for relevant products such as client loans and deposits with a focus on the modeling of instrumentswith behavioral optionalities. We Offer : - Responsibility for the design and maintenance of quantitative model components including analyses, implementation of algorithms, documentation, and presentation of results - The opportunity to join our team of highly qualified experts, share your quantitative know-how and be a subject matter expert in IRRBB and behavioral modeling - Getting engaged in an area of high regulatory and management attention - The possibility to participate in IRRBB related projects and working groups, in particular in a current regulatory change program - Interaction with various partners including representatives of business and treasury functions and various risk teams - Gaining insights into the management of banking book products such as loans and deposits, constituting core elements of the banking business - Close cooperation with colleagues across departments and regions - Interesting career development opportunities You Offer : Credit Suisse is noted for the diversity of its employees, but seeks colleagues with a common set of abilities highly motivated and creative individuals who have demonstrated academic achievement, and have the ability to work independently and as a member of a team. Well, be looking at your potential, your ability, your academic background, and your extracurricular activities. - You have a strong quantitative background and a real passion for promoting impactful solutions as well as good team-player skills in an international environment. - You have a university degree in a quantitative field of study such as mathematics, economics, statistics or related - You have the ability to build or improve quantitative models - You have minimum 5 years of relevant experience within a financial institution - You have programming experience for example in R, Matlab, Python or C# (Experience with SQL is helpful) - You have a deep understanding of financial instruments, financial markets, and risk management concepts. It's a plus if you also have an understanding of the Treasury function and/or experience with portfolio replication models. - You have very good Microsoft Office application knowledge - You have excellent English - You have the ability to work independently, efficiently and accurately - You have strong communication skills and you are a hardworking character

Mumbai

Credit Suisse - Specialist - Interest Rate Risk in Banking Book 

Job Description for Credit Suisse - Specialist - Interest Rate Risk in Banking Book  in Credit Suisse Services India Private Limited in  Mumbai for (5-10) years of experience. Apply Now!