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Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
Our Quantitative Analysis and Technology (QAT) is responsible for producing state-of-the-art pricing, trading and risk management models across a range of business for Credit Suisse.
In this position you will be involved in the creation of sophisticated mathematical models, development of the analytics platform and driving the use of these models throughout the bank.
You will be part of a dynamic and creative team within our Lombard Modelling area as Senior Risk Modeler where you will be researching, designing, and implementing quantitative models for valuation of financial collateral and margin requirements for OTC and ETD derivatives.
The opportunity to provide quantitative analysis on model performance, efficiency improvements, testing processes and assisting with production releases to help grow our risk system capabilities.
Querying and empirical analysis of large amounts of financial data and programming model prototypes in cooperation with IT and project management for an end-to-end integration of quantitative risk models into the IT system landscape
You will have a platform for collaboration with business partners globally and cross-functionally where you will partnering with and supporting risk management units front to back in model related questions and ad-hoc queries
Join a forward-thinking team with a strong team spirit in a versatile, dynamic, and flexible working environment
Our team embraces flexible / agile working
A master or PhD degree in Mathematics, Finance, Econometrics, or equivalent technical fields paired with 5+ years of practical work experience developing predictive models for market observables (preferably Counterparty Credit Risk or Market Risk methodology) within a financial institution.
A deep understanding of financial products (securities, derivatives) and their valuation as well as risk measurement (e.g. Value at Risk).
Work experience with at least one major programming language (C++, C#, Java) or F#.
Excellent communication skills in English
Deep understanding of mathematical concepts, particularly calculus and probability theory.
Results-oriented individual with the ability to work both independently and as part of a team in a flexible working environment
Are you a dedicated problem solver with solid interpersonal skills who loves to work hands-on? Do you excel strong analytical and problem solving skills and are you an organized personality with attention to detail? Then we have the ideal role for the next step in your career.
*LI-CSJOB* Mr. Albinus would be delighted to receive your application. Please apply via our Career Portal.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.