Your field of responsibility Your responsibilities include:
Developing, implementing and documenting models to quantify market and counterparty risk and their impact on risk capital for all material Legal Entities.Analyzing model outputs in a portfolio context and justifying modelling assumptions.Ensuring that all models and implementations adhere to regulatory guidelines in Basel 2.5, Basel 3 and FRTB.Support the implementation of core risk models in the strategic IT infrastructure for FRTB calculations.Contribute to models and analysis for measuring Market Risk and Credit VaR, SVaR, ES, PLA, Backtesting and model performance.Your future colleagues An outstanding opportunity to work with a highly experienced and well balanced team with a deep understanding of cross-asset risk methodology and its impact on capital under current and future financial regulation.
The team works cohesively across all geographic locations and Legal Entities.
We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values.
This position offers remote working opportunities for an agreed amount of days per week.
Your skills and experience To excel in this role, you should possess:
Proven experience of at least 3+ years in a Quantitative Finance / Quantitative Risk role.Cross-asset risk modelling experience and strong portfolio analytics skills.Solid programming skills in Python, C#/F#, or C++.Ability to deliver sound opinion and to document and present solutions with impact to internal stakeholders.Familiarity with global financial regulations is preferred but not required.Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.Your new employer Find a new home for your skills, ideas, and ambitions.
Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.
We are a leading wealth manager with strong global investment banking capabilities founded in 1856.
Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.
Credit Suisse is an equal opportunity employer.
Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
We are committed to building a culture of inclusion with a deep sense of belonging for all of us.
We will consider flexible working opportunities where possible.
Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law.
If you require assistance during the recruitment process, please let your recruiter know.
#J-18808-Ljbffr