Credit Suisse jobs - Risk Modeler

\We Offer

We are a department whichvalues Diversity and Inclusion (D&I) and is committed to realizing thefirm’s D&I ambition which is an integral part of our global Conduct andEthics Standards

Cultural diversity iscrucial to our success. As such, we employ people from more than 100 countries.Credit Suisse empowers employees to work openly and respectfully with eachother and with clients, ultimately striving to deliver outstanding resultswhile offering initiatives and programs to assist employees achieve a healthywork-life balance.

CRO (Chief RiskOfficer) Division is responsible for modelling, measuring, monitoring andmanaging the risks across multiple dimensions - credit, market, operational,reputational etc. The Risk Division acts as guardian of the bank's riskappetite and provides effective and independent risk oversight.

Enterprise RiskManagement (ERM),which sits within CRO, provides group-wide holistic riskcoverage focusing on cross-functional and cross-divisional risk governance,frameworks, policies and processes. ERM acts as the guardian and controller forfirm-wide risk strategy, risk appetite, stress testing, exposures, mitigationand aggregate risk metrics.

This role is in a team responsible for running Adhoc scenarios (stress tests) on behalf of Group Enterprise Risk and its customers.

Scenarios, in this context, follow the scope and style of regulatory stress tests, i.e. across all position and non-position risks. Adhoc scenarios are different in that they are run for management information purposes rather than capital adequacy purposes.

Run adhoc scenarios with short turn-around-times has been developed using a big data platform and machine learning as part of a strategic change initiative. It will continue to evolve and improve over time.

Examine sensitivities to specific risk factors, portfolios and other use cases.


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

Experienced in a short turnaround time analytics reporting role, including the associated business partner management, at a level that you are ready to assume full deputation from the head of the team when required.

Expected to be have an advanced skill set in data engineering or machine learning, e.g. juypter notebooks, sklearn, pandas, dask, spark, airflow, dagster, parquet, shap, another other packages in the python and bigdata ecosystem. This can be shown via: university certificates or diplomas, relevant on-the-job projects, kaggle competitions, hackathons, data science bootcamps, etc, these skills will be needed in the active execution of the capability and also to understand, remediate and improve the capability over time.

An understanding and experience in a strict control's environment (e.g. BCBS239, SR11-17, …) that it would only be an incremental next step to assume the day-to-day responsibility for the controls operating and reporting.

Subject matter expertise in at least one specific risk type, e.g. stressed revenue, credit risk for lending, market risk and so on is preferable

Broad experience across all risk types and capital, i.e. the full scope executed as part of a regulatory stress test is preferable.

Experience in risk financial modelling is preferable.

Outstanding interpersonal skills, including the ability to explain complex topics to a diverse range of audiences.

Outstanding written and verbal communication skills

Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standardsCredit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.