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We Offer The Risk division of Credit Suisse is a highly visible, dynamic area of the firm where you can be an integral part of decisions 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 reciprocal and ambitious environment that offers direct contact with senior management and inspires leadership at all levels. Our team is part of the Enterprise Risk Management functional area, reporting to the Chief Risk Officer. We are responsible for the methodology implementation for many of the components of the bank's Economic Capital model. Being part of our Team you will play a central role in the development of a 'best in class' Economic Capital model. You will work in a team of quantitative developers responsible for implementing and maintaining ERC models in an IT prototype environment, using .NET and scripting languages. About the role:
You will deal with the design and implementation of a new ERC risk models, ensuring alignment with the current existing firm's modeling approaches
You will review the implementation of the model in IT systems
You will describe and document the model implementations following internal and external standards
You will participate in the establishment of policies and processes covering risks
You Offer Key requirements for the role are:
You hold a degree in mathematics, physics, econometrics, statistics
You are fluent in English
You have at least 2 years of coding experience
You have a deep knowledge of C#
You are an advanced Excel (VBA) user and have strong analytical skills
The following will be advantageous:
Familiarity with R / Python / F# / C++
A professional qualification e.g. CFA, FRM, PRIMA would be an advantage
Internal Number: 6191493
About Credit Suisse
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