Risk Modeler
Credit Suisse
Zürich, Region Zurich, Switzerland , Svizzera
vor 11 Tg.

We Offer

  • A meaningful role in the Model Performance Monitoring. Being part of the team that is responsible for the model performance monitoring framework for all Advanced Internal Rating-
  • Based (AIRB) credit risk models (Rating, Loss Given Default (LGD) and Credit Conversion Factor (CCF))

  • Contributing in running and improving the monitoring framework. This includes developing, prototyping, documenting, automating and executing statistical model performance monitoring tests
  • Opportunity to gain insight into the broad landscape of credit risk models that are applied by Credit Suisse
  • Responsibility for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit
  • Preparing, processing and querying large amount of financial data
  • Close interaction with various business partners including model owners, validation and credit officers
  • Responsibility for ad-hoc analyses on credit risk data
  • Opportunity to work in a dynamic and creative team
  • You Offer

  • A Master degree, in quantitative finance, economics, or another quantitative discipline
  • Preferably work experience in model development, backtesting or model validation in the AIRB area or related fields
  • Deep understanding of statistical tests
  • In addition to very good programming skills (e.g. R, SQL), you have excellent MS Office knowhow
  • Affinity for large databases as well as data sourcing, processing and querying
  • You speak fluent English, German is a plus
  • Self-organized personality with attention to details
  • Flexibility and the ability to work under stress
  • Excellent analytical skills, especially with regards to financial analysis
  • You are a great teammate, have a winning personality and stand out with conceptual and interpersonal skills
  • LI-CSJOB*Mr. M. Payer would be delighted to receive your application.
  • Please apply via our career portal.

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