CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
We Offer The Capital Adequacy and Stress Testing team is building its stress testing and overall risk capabilities to meet an evolving regulatory environment in the US to address requirements such as CCAR 14Q Trading, 9Q RWA/VaR projection and GMS/stress testing for Market Risk. You will work in a team of risk analysts responsible for regular and ad-hoc stress analysis of portfolios across CSH USA, track key risks and escalate potential risk issues to senior management on a timely basis.
In the above team, Credit Suisse is looking for an Assistant Vice President (AVP). This opportunity will support the execution and improvements of stress testing, VaR projection and the Federal Reserve's Comprehensive Capital Analysis Review (CCAR) requirements. It will also be responsible for the design, planning and implementation of changes to the above functions.
You will understand the Market Risk Framework used at Credit Suisse.
You will work with Lines of Business to understand key risk drivers in the Credit Suisse USA holding company, and conceptualize improvements to the modeling methodology for stress testing and VaR projection.
You will Lead and Manage design, implementation and testing of changes in conjunction with senior management including Risk, Front Office and Cluster managers.
You will present stress testing results to senior management.
You will review and help prepare Business Requirement Documents for IT for Risk deliverables.
You will work with model validation teams to get the related models validated.
You will understand different asset classes like credit, equity, securitized products, rates etc within the context of stress testing and VaR projection.
Delivery of CCAR/DFAST stress testing and projection results including running the projection models in production, analysis and preparation of materials for senior management, the Board and the Regulators.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
You have 3 - 8 years of experience with Market risk modeling, statistical testing, time series methodology or stress testing & scenario analysis.
You have a Master's/PhD degree in a quantitative discipline preferred.
Do you have experience with VBA and/or other scripting languages?
Do you have experience with statistical tools and risk management tools?
You have the ability to work under tight deadline and high pressure environments.
Excellent communication skills - ability to present complicated modeling concepts and techniques to senior management clearly and visually.
Knowledge of Products (credit, equity, securitized products or rates) and their risk characteristics or modeling will be beneficial.
Ability to implement proof of concept solutions in order to present or test ideas quickly.