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We Offer The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
The market risk Models & Methodology team sits within the Global Market Risk Management department and is responsible for:
Developing models to quantify market risk.
Making sure those models adhere to regulatory requirements/guidelines.
Implementing market risk models in IT systems.
Documenting models and developmental analysis.
The models are used both for internal risk management and for calculating regulatory capital for market risk. The models are used globally across all legal entities and regulators.
The role is for a model developer in the Global Macro methodology team, and the principal responsibilities include:
Develop and analyze new quantitative risk models for products in the Rates, FX and Commodities businesses, and ensure their correct implementation.
Review existing models to ensure they remain fit for purpose and make improvements where necessary.
Ensure all models are adequately documented (to SR11-7 standards) for both internal and external (e.g. regulatory) purposes.
Evaluate the impact of new models or changes in regulation.
Collaborate closely with the market risk managers to ensure that their requirements, as primary model users, are appropriately reflected in the models.
Collaborate closely with the model validation team to understand validation results and remediate concerns where necessary.
Collaborate with the data, IT, and change management teams to ensure that methodology changes are appropriately project-managed for implementation.
Open to discussing flexible/agile working.
You should have a higher degree (PhD, Masters, or equivalent) in a highly numerate subject or equivalent work experience
You will have prior commercial experience in quantitative risk measurement within an investment bank or, more broadly, a quantitative role within finance, would be advantageous but is not essential.
You should have good programming skills. Communication skills are also essential. You will be able to explain complicated concepts clearly to all business partners, and present their proposals in a clear and precise manner to senior management and regulatory bodies.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.