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.
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 opportunity to work in a dynamic and creative team within our Quantitative Analysis and Technology department as Senior Quantitative Risk Manager.
A great opportunity to develop quantitative models and tools for risk measurement and monitoring of financial collaterals.
Risk modelling of different asset classes and products as well as querying and empirical analysis of large amounts of financial data and programming model prototypes.
Coordinate with a team of Quantitative Risk Modellers.
Close coordination with IT and project management for IT-implementation of risk models.
Platform for collaboration with business partners globally and cross-functionally.
Partnering with and supporting risk management units in model related questions and ad-hoc queries.
Open to discussing flexible/agile working.
A graduate degree in Mathematics, Finance, Econometrics, or similar technical fields paired with extensive work experience in a quantitative risk modelling function (preferably Counterparty Credit Risk or Market Risk methodology) within a top tier investment bank.
Detailed understanding of financial products (securities, derivatives) and their valuation as well as risk measurement (e.g. Value at Risk).
Proven experience in developing and releasing into production of predictive models for market observables (risk factor evolution models) also covering validation of these models.
A strong management background and the ability to coordinate and lead large projects with significant impact on the risk management processes.
Extensive experience in submitting model applications and self-assessments to regulators in several jurisdictions.
Strong programming experience in e.g. R, C#, C++, Python and experience in developing a risk valuation platform.
Results-oriented, hardworking individual with outstanding written and verbal communication skills.
Understands the value of diversity in the workplace and is 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.
This role has a competitive salary on offer.The application window will close on 8th October 2020.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Credit Suisse is committed to providing equal opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law. Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success