Quantitative Risk Developer
Credit Suisse
Mumbai, Mumbai, India
4d ago

We Offer

The Risk division of Credit Suisse is a highly visible,dynamic area of the firm where you can be an integral part of decisions makingthat supports the bank’s business.

Our responsibilities range from enterpriserisk management to risk and finance reporting and regional risk teams coveringthe risk management for our entities.

The Risk division's long-term successdepends on our ability to achieve our vision and fulfill our mandate.Ultimately, this depends on the skills, experience and engagement of ouremployees.

We offer a reciprocal and ambitious environment that offers directcontact with senior management and inspires leadership at all levels.

Our team is part of the Enterprise Risk Managementfunctional area, reporting to the Chief Risk Officer. We are responsible forthe methodology implementation for many of the components of the bank’sEconomic Capital model.

Being part of our Team you will play a central role in thedevelopment of a best in class’ Economic Capital model.

You will work in a team of quantitative developersresponsible for implementing and maintaining ERC models in an IT prototypeenvironment, using .

NET and scripting languages.

About the role :

  • You will deal with the design and implementation of a new ERC risk models, ensuring alignment with the current existing firm’s modeling approaches
  • You will review the implementation of the model in IT systems
  • You will describe and document the model implementations following internal and external standards
  • You will participate in the establishment of policies and processescovering risks
  • Key requirements for the role are :

  • You hold a degree in mathematics, physics, econometrics, statistics
  • You are fluent in English
  • You have at least 2 years of coding experience
  • You have a deep knowledge of C#
  • You are an advanced Excel (VBA) user and have strong analytical skills
  • The following will be advantageous :

  • Familiarity with R / Python / F# / C++
  • A professional qualification e.g. CFA, FRM, PRIMA would be an advantage
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