Risk Modeler (f/m) recruitment
We Offer
- A challenging role in developing quantitative tools for risk monitoring/reporting with focus on:
- Responsibility for backtesting the IB Monte Carlo exposure calculations
- Regulatory exposure calculation according to Basel 2 and Basel 3
- Possibility to work on Economic Capital calculation for Counterparty Credit Risk
- To work in an international team with exposure to the Investment Banking of Credit Suisse
You Offer
- Master or Ph.D. in a quantitative discipline (Mathematics, Physics, Computer science)
- At least one year experience in one of the following fields (highly beneficial): quant/quant developer, derivatives, risk modeling
- Knowledge of derivatives, fixed income, equities
- Experience in handling with real-world data
- Working knowledge of the Office package (especially Excel MS Access) and programming experience with (at least) one of Matlab, R, C++
- Fluent English skills
Take the next step with us.
Job Opening : 1058762
Fabienne Müller (HRLS 23) would be delighted to receive your application:
Fabienne.mueller.4@credit-suisse.com
Tel. +41 (0)44 334 40 96
Please apply via our career portal.
http://www.credit-suisse.com/ch/jobs https://candidates.credit-suisse.com/psp/plnrprd1/EMPLOYEE/HRMS/c/HRS_HRAM.HRS_CE.GBL?Page=HRS_CE_JOB_DTLAction=AJobOpeningId=1058762SiteId=1PostingSeq=1languageCd=ENG
April 18, 2012
• Tags: m) recruitment, Risk Management careers in the Switzerland, Risk Modeler (f • Posted in: Financial