Credit Suisse - VP - Enterprise Risk Management

An exciting opportunity to join the Enterprise Risk Management ("ERM") team in Mumbai which handles developing scenario methodologies for computing scenario position losses, macroeconomic scenario modeling, modeling revenues as a function of market conditions, etc

The successful candidate will work closely with the ERM Global Scenarios team in London to develop / enhance scenario modeling methodologies.

We offer:

- Contribute to the development of forward looking macro-scenarios to be used in the overall scenario framework

- Development of macro- models to translate the macro-scenarios to risk factors

- Enhancement of scenario methodologies to better capture the various risk impacts

- Communicate complex modeling and statistical concepts to senior levels of internal management

You Offer:

Interested candidates must be able to demonstrate the following qualifications and competencies:

- Excellent statistical and econometric modelling experience

- Knowledge of statistical packages (such as R) and VBA

- Strong knowledge of financial markets

- Excellent financial modeling skills with a strong quantitative background

- 5+ years of relevant experience

- Experience of investment banking products / operations

- Excellent communication skills (both verbal and written)