Quantitative Analyst - Validation (Model Risk Management)
Credit Suisse
Zürich, Region Zurich, Switzerland , Schweiz
vor 4 Tg.

We Offer

  • A highly interesting and challenging role in the Model Risk Management team in Zurich, focused on the validation of quantitative models.
  • Leading and managing independent validation reviews of models across all banking divisions, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review : choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model.
  • Continuous interaction and collaboration with stakeholders from a wide range of internal business areas, internal and external audit as well as supervisory authorities.
  • Responsibility for the creation of technical reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.
  • Working in a global, dynamic, technically skilled and motivated team.
  • A PhD or a master's degree in a quantitative discipline or equivalent
  • At least two years of practical experience in financial, risk or advisory modelling and statistical tests is required.
  • A general understanding of global regulatory requirements is desirable to be a credible counterpart given the variety of models in scope.
  • Client focused and communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.
  • You are a dedicated problem solver with a positive, empathetic personality, paired with excellent interpersonal and communication skills and proficiency in English.
  • Team player skills and motivation of working within a global and diverse team while being able to work independently.
  • Being a self-starter with discipline, task focus, the ability to structure and present work and a proven track record of delivering high quality results to strict deadlines is something that describes you very well.
  • Do you want to contribute your knowledge and programming experience of statistical software applications, such as R, Matlab, Python, SQL or SAS to our team?
  • Ms. B. Ott would be delighted to receive your application.

    Please apply via our career-portal.

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