An outstanding opportunity to join us as a Capital modeler working within the non-financial risk (NFR) department, as part of a team supporting the global operational risk managers. The successful candidate will build up strong positive relationship with key partners and proactively manage and support the business. The capital modeler will assist the NFR Capital & Modelling team in a number of ways, including the quantification of regulatory and economic capital requirements (based on historical and estimated losses using various statistical tools, e.g., S+, R statistics software tools), the support in capital model development, maintenance and code testing, as well as in managing timely development of system tools (e.g. data manipulation tools, parameter estimation and visualization tools, convolution algorithms). Your responsibilities involve also analyzing internal and external database of losses and perform required data treatments as part of loss data analysis and modeling. You will develop skills and expertise on the job including the understanding of regulatory requirements in the NFR domain, building statistical tools, advanced modeling in R & excel, and project management.
Your future colleagues
The NFR Capital & Modelling team oversees the development and production of Operational Risk regulatory capital, economic capital, and stress testing models for Group and Legal Entities. The team liaises with first- and second-line functions to ensure that the model results are relevant and significant for the bank. The capital and stress testing models are approved by the Swiss regulator (FINMA) and fulfil the bank's requirements for model development and deployment. This group is within the NFR Capital, Data & Analytics, an exceptionally driven and hardworking team that are proud to stay ahead of industry trends in the risk modelling and analytics space. 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 cultural values.
Credit Suisse Group AG has been acquired by UBS Group AG. Credit Suisse continues its business activities as a subsidiary company of UBS Group AG, including selective hiring for experienced professionals.
Your skills and experience We are looking for:
Degree in banking, economics, mathematics, or related engineering or scientific fields.
Proficient in quantitative risk models, statistics, mathematical modeling.
Mathematical programming abilities (preference for R or S Plus statistical language).
Proven work experience in risk-related roles in the financial industry.
Proven knowledge of operational risk capital modeling under Basel advanced measurement approaches.
Results oriented individual with proven ability to work productively and collaborate effectively in a team environment. Outstanding interpersonal and communication skills.
Front-to-back risk capital process know-how (data collection, model development, production and reporting) and research focus is an advantage.
Dedication to fostering an inclusive culture and value diverse perspectives
Mr. Albinus would be delighted to receive your application.