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We Offer We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
The Global Stress Testing department within the Enterprise Strategic Risk Management Department is looking for an experienced risk professional to join its Scenario Analytics team.
Working closely with business partners within ESR and other risk departments within CRO and CFO organizations.
The role would be part of the ESR - Market Risk Scenarios Execution and Analytics team. As a successful candidate you would offer:
i.) Analyze Market Risk stress testing results for Credit Suisse Group, e.g. drivers, trends and develop a set of statistics and insightful commentary for regulatory and internal senior management reports highlighting the evolution of key risks of the firm and present the results of the analysis to senior management and the Board. ii.) Review and challenge, cross compare results with the Market Risk Cluster managers. iii.) Perform sensitivity analysis (delta, gama, vega). iv.) Ensure the Market risk shocks and methodologies are consistently applied all scenarios. v.) Contribute to various high-profile ad-hocs requested by CRO and other senior management. vi.) Contribute to various IT projects and improvements. vii.) Should be independent and self-starter and handle while handling above tasks.
The key partners will be the group head regulator (FINMA) as well as Board and senior management, and in particular the CROs of the divisions in scope.
This role is within one of the fastest growing and critical areas of the bank - stress testing. Stress Testing Scenario Analysis and related modeling are 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.
You will take this one step further and better integrate scenario results with decision making process of senior management and Board.
The Global Stress Testing department is located in Zürich, London, and Mumbai, and is responsible for running stress scenario and analyze them centrally across the group and support the stress testing activities of different legal entities.
A chance to work in a fast paced results driven environment with very high exposure to senior management and senior market risk managers.
The role offers exposure to the diverse credit Suisse businesses and the opportunity to learn market risk stress testing methodologies across these diverse business divisions based on their idiosyncrasies, the role further offers exposure on handling high-profile regulatory and internal senior management ad-hoc deliverables
Understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
Prior work experience in Market Risk, Credit Risk, Treasury functions.
Outstanding financial modeling, problem solving and analytical skills with a solid quantitative background
FRM, MBA, CFA, or Advanced Degree in Finance (with quantitative background preferred)or Engineering.
Prior experience of developing and running scenario analysis methodology at portfolio or group level, with a focus on credit risk, market risk or treasury would be a plus
Experience of private and investment banking products / operations preferred
Outstanding written and verbal communication skills
Proactive approach and a self-starter.
VBA, R & Python skills will be of advantage
You are ambitious, 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