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We Offer The Capital Adequacy and Stress Testing (CAST) team is expanding its risk capabilities to meet the constantly evolving regulatory environment in the US. The CAST team addresses requirements related to 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 analysis of portfolios across CSH USA, track key risks and escalate potential risk issues to senior management.
Credit Suisse is currently looking for Vice President (VP) for the CAST team. This opportunity will support the execution and improvements of stress testing and the Federal Reserve's Comprehensive Capital Analysis Review (CCAR) 14A requirements. It will also be responsible for the design, planning and implementation of changes to the above functions.
Key Responsibilities (with focus on the CCAR 14A process):
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 process and methodology for stress testing.
Lead and Manage design, implementation and testing of changes in conjunction with senior management including Risk, Front Office and Cluster managers.
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.
Understand different asset classes like credit, equity, securitized products, rates etc within the context of stress testing.
Delivery of CCAR/DFAST stress testing results including the analysis of results 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 5 - 8 years of experience with Market Risk, 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.
You have excellent project management and communication skills.
Knowledge of financial products (credit, equity, securitized products or rates) and their risk characteristics or modeling.
Your knowledge of CCAR/DFAST, specifically around the market shock/14A requirements and deliverables will be beneficial.
You have the ability to implement proof of concept solutions in order to present or test ideas quickly.