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 Read more […]

April 18, 2012 • Tags: , , • Posted in: Financial • Comments Off on Risk Modeler (f/m) recruitment