88 days ago on tas-creditsuisse.taleo.net

Junior Quantitative Analyst (Model Risk Management)

Credit Suisse AG

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Junior Quantitative Analyst (Model Risk Management)

Junior Quantitative Analyst (Model Risk Management) # 081551
Switzerland-Region Zurich-Zürich | Full-time | Private Banking and Wealth Management | 

Job ID

 081551English

We Offer
 
  • A challenging role in the Model Risk Management team in Zürich, focused on independent validation of regulatory risk models with respect to business and regulatory needs  for use in the Private Banking and Investment Banking divisions
  • Responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, its performance and optimal use of the model
    Independently developing alternative models for comparison
  • Responsibility for the authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model developers
  • Management of validation projects
  • Ongoing assessment of changing regulatory requirements
  • Contribution to the firm-wide management and monitoring of model risk
  • Interaction and collaboration with supervisory authorities as well as various internal business areas such as model developers, risk managers etc.
  • Work in a global, dynamic and motivated team

You Offer
 
  • A Master's degree in a quantitative discipline, i.e. mathematics, econometrics, finance, physics or engineering
  • Strong mathematical / statistical background is essential
  • Hands-on practical experience in risk modelling, real-world time series analysis and general understanding of global regulatory requirements is desirable
  • Excellent verbal and written communication skills with fluency in English and German
  • Self-motivation, discipline, task focus, ability to structure and present work and proven record of delivering high quality results to strict deadlines
  • Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS
 
 *LI-CSJOB*
 
Mr. N. Scialom (HIOD 23) would be delighted to receive your application:
Please apply via our career Portal.
 
Dec 2, 2016