VRG Technical Quantitative Analyst recruitment

ROLE SUMMARY:

The individual will be part of the Valuation Risk Group (VRG). VRG is a technical support and valuation governance group within Product Control, which addresses complex valuation issues and management reporting across businesses within the Investment Bank.

THE ROLE INVOLVES:

The individual will primarily be involved in working on issues relating to Credit Emerging Markets but willingness to perform cross-cluster work in VRG is important. Major Responsibilities include:
? Consideration of complex valuations and appropriateness of booking methodologies
? Participation in the product valuation governance process
? Collaboration with Senior Management, Risk Management and Model Development to highlight valuation risks inherent in current methodologies
? Design/evaluation of valuation adjustments and calibration methodologies
? Reporting of valuation issues
Review and implementation of independent price testing methodologies

Core tasks:
? Model Reviews
? Review of Price-Testing methodologies
? Review of Price-Testing impact tolerance ranges
? Valuation Adjustments and Governance Policy and Reporting

As one of the world's leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally, as well as retail clients in Switzerland. Credit Suisse is active in over 50 countries and employs approximately 45,000 people. Further information can be found at www.credit-suisse.com.
Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

TO QUALIFY, YOU MUST POSSESS:

EDUCATION AND PROFESSIONAL QUALIFICATIONS:
? Masters degree in relevant Quantitative (mathematically focussed) discipline

BACKGROUND:
? Good understanding of derivatives, including knowledge of more complex and exotic products. Good understanding of pricing methodologies.

TECHNICAL/ BUSINESS SKILLS KNOWLEDGE::
? Strong analytical and mathematical skills
? Understanding of modelling concepts (Numerical modelling, Monte Carlo) and issues in Stochastic Calculus.
? Strong Excel and VBA Skills
? Strong communication skills

As one of the world's leading financial services group, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. The Credit Suisse Group is active in over 50 countries and employs approximately 40,000 people. Further information can be found at www.credit-suisse.com.

Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

Right place, perfect opportunity
www.credit-suisse.com/careers

Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.

To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and other background checks before the appointment is confirmed.