This role would be part of the Global Stress Testing Methodology group within Enterprise Operational Risk Management division.
You will be working with stress testing modelling teams on improving existing stress testing methodologies. This will involve working with bank-
wide risk modelling teams covering all divisions as well as all risk types including credit risk models, market risk models, operational risk models, RWA models.
The role also involves working with model owners to in preparing material for stress testing methodology committee. The role would involve working closely with various modelling teams to understand and provide effective challenge to approaches developed.
This is the most challenging part of the role as the role requires a deep understanding of all key risks faced by the firm across all material businesses.
The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes.
You are expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from various model owners across the firm, Senior Management and Regulators.
The key success criteria for this role are :
Credit Suisse is noted for the diversity of its employees, but seeks colleagues with a common set of abilities highly motivated and creative individuals who have demonstrated academic achievement, and have the ability to work independently and as a member of a team.
We’ll be looking at your potential, your ability, your academic background and your extra-curricular activities.