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 Risk Factor Identification (RFI) is a regulatory VaR model monitoring team within Credit Suisse's Quantitative Analysis and Technology's (QAT) Data Strategy and Governance (DSG) group. RFI team monitors inputs to the FO pricing model to establish the risk factors necessary to compute regulatory Market Risk capital.
This role provides a platform for cross-team collaboration, joint-up analysis, knowledge about various products and aspects of the Market risks and ensures good governance through the lifecycles of trades from the pricing to the risk / VaR capital models, the opportunity to identify, propose and implement improvements and efficiencies by focusing on process, data quality and internal control improvements along with activities to drive cost savings by working in co-ordination across global teams.
You will be responsible to work alongside asset class VaR model owners, Pricing model owners and market risk managers and other teams within Quants groups to understand the valuation of various products, VaR risk methodologies and define the required Market risk factors and provide feedback to the VaR Model owners, market risk managers, and assess the materiality of risks not gathered in current VaR models.
As an analyst you will need to participate in tasks across the breadth of services DSG provides from front to back, cross-team collaboration to learn about FO-data governance process and market data update function that includes understanding different VaR models, move calculations and assess VaR impact of updates to market dataset and collaborate across the team to work on current book of work items such as data quality issue resolution, front to back source data alignment.
You have to be a good and a confident communicator, able to defend and challenge the risk factors necessary to gather in internal model approach (IMA) for given financial instrument as well as explaining the requirement to capture new risk factor to different audiences and forums.
You have 0 - 3 years of experience
You have an experience of data analytics in quantitative risk measurement, Product control within an investment bank.
You have a very good understanding and working experience of various financial products, VaR computation methods, sensitivity analysis, basic understanding of valuation of financial products.
You possess strong analytical and problem solving skills as well as interpersonal, written and verbal communication skills
Sound knowledge of products and trading strategies
You are motivated, driving and proactive as well as strong controls oriented mind set
Hands on experience in python coding (with pandas and Numpy libraries) will be an added advantage
You are ambitious, dedicated and hardworking who can work on own initiative whilst also working collaboratively and deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards