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This role offers high exposure to senior management. Moreover it is within one of the fastest growing and critical areas of the bank. Scenario analysis and stress testing is expected to gain even more prominence in the future.
Stress testing is viewed internally within Credit Suisse as an internal risk management /business planning tool and not just as a regulatory requirement.
The successful candidate is expected to take this one step further and better integrate scenario results with decision-making process of senior management and Board.
You will be working with PPNR modelling teams and executing existing stress testing methodologies; and presenting to senior management.
This would involve working closely with Group and divisional CFO teams to understand and provide effective review & challenge of PPNR model results.
This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions.
The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes.
Thus you are expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from CFO teams, Quant Strats, Senior Management and Regulators.
You have excellent financial modelling skills with a quantitative background
You have deep understanding of stress testing methodology, especially aspects of revenue projections including non-interest income and interest income
You will successfully collaborate with Quant Strats to grasp and improve PPNR methodology and usage for stress testing purposes
You have the ability to present complex issues to senior business partners in a simple way
You have 10+ years' experience of having worked in a risk modelling/analytics function (preferably in PPNR, pre-provision net revenue)
You have experience of working in one of the programming languages
Prior experience of developing stress testing methodology would be beneficial
You have strong interpersonal and communication skills (both verbal and written)
You are ambitious, hardworking who can work on own initiative and deliver on time whilst also being a good teammate.
High level of integrity, sense of urgency, attention to detail and quality standards