Credit Suisse jobs - Risk Modeler

Risk Modeler

Credit Suisse
experience 0 to 3 Years
salary Salary not disclosed
qualification
share this job
save job
Job is expired
Posted: 3 Years ago
Views: 0
Applications: 1
Openings: 1

Job Description

We Offer

We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global Conduct and Ethics Standards.

Banking regulators, globally, require systemically important financial institutions, to demonstrate they can endure adverse economic environments through a process called ‘Stress Testing’. The most salient of these tests, carried out by the Federal Reserve in the United States, is the “Comprehensive Capital Analysis and Review” (CCAR). From April 2017, Credit Suisse is required to make CCAR submissions, and will be also obligated to participate in other strategic stress testing programs (tests run by FINMA, ICAAP). For these reasons, we have a continued focus on building and improving our risk and capital management capabilities.

This role forms part of our Projections Modelling team that is currently growing to work on mathematical and econometric models used for projecting how our businesses would perform under certain hypothetical stress conditions, over a multi -year horizon, to meet stress-testing requirements imposed on global financial institutions by different regulators. The team expands the capabilities of our well-established Quantitative Strategies (Quant Strats) Group.

The Quant Strats group is responsible for producing state-of-the-art pricing, trading and risk management models across a range of business for Credit Suisse. The group's mandate covers all major asset classes. Quant Strats operates globally with members located in business centers in New York, London, Zurich, Sao Paulo, Hong Kong, and Singapore. There are now employees in the group in India representing a large and growing part of the global franchise.

The Quant Strats group carries out a variety of activities that include the creation of sophisticated mathematical models for the valuation and risk-management of complex derivatives, development of the analytics platform used to deliver models and driving the use of these models throughout the bank. The work varies from tactical responses to movements in global markets to longer term strategic projects to improve our pricing and risk management offerings.

Open to discussing flexible/agile working. Your main responsibilities will involve
Build and maintain Scenario Expansion models (champions and challengers) used in stress testing programs (CCAR, FINMA, Internal).
Develop tools to facilitate testing and performance monitoring of models.
Document model methodology and related processes.
Coordinate with Quant Strats internal and external teams on development, implementation and review of projections models.

You Offer

Understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
Master’s degree in a quantitative field (Economics, Mathematics, Statistics, etc.).
Proficient in time-series analysis techniques, and more general econometric modeling methods.
Proficient in implementing statistical models in R.
Outstanding written and verbal communication skills and can compose well-structured technical model methodology documentation.
Outstanding analytical, collaborative, problem solving and presentation skills as well as the ability to engage in concise, effective discussions.
The following will be advantageous

A PhD. in Economics, Applied Statistics, or other highly-empirical fields
Experience with one or more of the following tools: Excel, VBA, SAS, Stata, SPSS, Python and/or MATLAB.
Risk analysis experience within the financial industry.
Dedicated, hardworking who can work on own initiative with a high level of integrity, sense of urgency and quality standards
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

Job Particulars

Role HR
EducationM Phil / Phd
Who can applyFreshers and Experienced (0 to 3 Years )
Hiring Process Face to Face Interview
Employment TypeFull Time
Job Id445698
StateMaharashtra
Country India

About Company

Credit Suisse
Similar Jobs
experience Fresher
locationMumbai
salary Salary not disclosed
2 Months ago
Quick Apply
HR Payroll Executive
CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary Salary not disclosed
12 Days ago
Quick Apply
Human Resource Coordinator
CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary Salary not disclosed
13 Days ago
Quick Apply
HR Manager
CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary Salary not disclosed
15 Days ago
Quick Apply
Office Assistant
MILTON INSTRUMENTS
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
15 Days ago
Quick Apply
Assistant HR Manager
A CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
17 Days ago
Quick Apply
HR Recruiter
CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
19 Days ago
Quick Apply
Manager-Human Resource
A CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
22 Days ago
Quick Apply
Manager-Human Resource
A CLIENT OF TEAMLEASE
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
23 Days ago
Quick Apply
Manager-Human Resource
A CLIENT OF TEAMLEASE
experience Fresher
locationMumbai
salary 10,000 - 15,000 Per Month
23 Days ago
Quick Apply
Company Secretary
DOCMODE HEALTH TECHNOLOGIES LTD.
experience Fresher
locationMumbai
salary 20,000 - 25,000 Per Month
24 Days ago
Quick Apply
Background verification
SECURE AUTHENTIC SERVICES PVT LTD
experience Fresher
locationMumbai
salary 10,000 - 14,000 Per Month
24 Days ago
Quick Apply
Compliance Executive
OBOX HR SOLUTIONS
experience Fresher
locationMumbai,Navi Mumbai
salary 8,000 - 18,000 Per Month
1 Month ago
Quick Apply
experience 1 to 4 Years
locationMumbai
salary 25,000 - 35,000 Per Month
1 Month ago
Quick Apply
Recruitment Associate
SYNAPSE SEARCH PARTNERS
experience Fresher
locationMumbai
salary 10,000 - 20,000 Per Month
1 Month ago
Quick Apply
experience Fresher
locationMumbai
salary 10,000 - 16,000 Per Month
2 Days ago
Quick Apply
experience Fresher
locationHyderabad,Mumbai
salary 50,000 - 1,00,000 Per Month
4 Days ago
Quick Apply
Associate - Admin
ANALYTICAL SOLUTIONS
experience Fresher
locationMumbai
salary 10,000 - 14,000 Per Month
5 Days ago
Quick Apply
Healthcare Recruiter
CLIENT OF FRESHERSWORLD
experience Fresher
locationMumbai
salary 10,000 - 14,000 Per Month
14 Days ago
Quick Apply
Office Assistant
PRIME PROPERTY DEALERS
experience Fresher
locationMumbai
salary 7,000 - 12,000 Per Month
15 Days ago
Quick Apply
left slide     right slide
Jobs By LocationVIEW ALL
Active Jobs By Role
Accountant (3638) Admin (20) Agriculture and Dairy (0) Architect (572) Bartender (0) Beauticians / Spa (16) Bouncer (0) BPO / Customer care (26431) Caretaker / Nanny (0) Carpenter (1) Cashier (1) Cleaner / Washer (0) Construction / Laborer (1) Content Writer (581) Cook / Chef (73) Counsellor (242) Data Entry / Back Office (16093) Data Analytics (2) Design / Animation (2995) Delivery (88) Digital marketing / SEO (898) Draughtsman/Draftsman (0) Doctor / Physician (76) Driver (7) Electrician (5) Engineer (39369) Engraver (0) Event Planner (0) Fire Fighter (1) Fitter (2) Gardener(Mali) (0) Ground Staff (3) Hospitality Executives (297) Housekeeping (8) HR (1703) Insurance Consultant (0) IT Hardware Engineer (1958) IT - Mobile Developer (2903) IT Software-Engineer (22962) IT Software-QA/Tester (19) Lab Technician (1) Language Translator (1) Legal (2) Librarian (0) Management Trainee (1279) Mechanic (470) Media / Journalism (294) MIS Executive (7) Moulder (0) Nurse (570) Nutritionist / Dietician (0) Office Assistant / Helper (9) Operations (9) Operator / Machinist (3) Packager (2) Painter (0) Pharmacist / Medical Rep (849) Photographer / Videographer (1) Physiotherapist (1) Research/JRF/SRF (67) Plumber (0) Receptionist / Front Office (1094) Retail / Store Executive (204) Rigger (0) Sales / Marketing (6808) Security / Guards (5) Sports Trainer (0) Tailor/ dress designer (90) Teacher (335) Tool & Die Maker (2) Tourist Guide (0) Trainer (10) Waiter / Steward (2) Ward Boy (0) Warehouse Executive (4) Welder (1) Others (732)
safety tipsSafety Tips
Teamlease does not charge any kind of payment for a job.
get job tipsHow to get a Job early? Follow these tips

1.The more the Jobs you apply, the higher your chances of getting a job.

2. Keep your profile updated Update

Recruiters prefer candidates with complete profile information.

3. Keep visiting the Teamlease.com daily

Daily visit will ensure you won’t miss out on any Job opportunity.

4. Watch videos to improve Watch videos

Be a better candidate than others by watching these Job-related videos.