(Senior) Counterparty Credit Risk Modeller (f/m) recruitment
We Offer
- The opportunity to work in a dynamic and innovative team within the 'Credit Analytics' department which is responsible for credit risk modelling at Credit Suisse
- A challenging role in counterparty credit risk modelling that includes:
Empirical analysis of financial data
Modelling the stochastic behaviour of various risk factors underlying derivative trades
(e.g. FX, interest rates, equity, commodities)
Programming of prototypes
Supporting the implementation of changes to Credit Suisse's counterparty credit
risk calculation engines in projects together with Credit Suisse IT
Supporting credit officers on questions on counterparty credit risk methodologies
Addressing requirements from Basel 3 on counterparty credit risk models
You Offer
- M.S. or Ph.D. in Finance, Quantitative Finance, Mathematical Finance or similar
- 3 to 5 years work experience in risk modelling
- Solid understanding of financial markets, credit business, derivative products and risk modelling
- Experience in R, Matlab and VBA is meritorious
- Fluency in English as well as good communication skills
- Experience in project work is a plus
- Strong analytical and problem solving skills
- A pragmatic and solution-oriented working style
- Willingness to work hands-on
Take the next step with us.
Job Opening : 1061215
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=1061215SiteId=1PostingSeq=1languageCd=ENG