Quantitative Risk Analyst - Counterparty Credit Risk
Credit Suisse
Zürich, Region Zurich, Switzerland , Suisse
vor 12 Tg.

We Offer

  • An interesting role in our Exposure Analytics team, which is responsible for calculating credit exposure measures of derivative transactions based on the Internal Model Method.
  • These are used for internal risk management as well as for regulatory capital (RWA).

  • Working on the development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank’s capital and derivative trading.
  • Specifically this position will focus on the integration of the methodology used within the private banking divisions to the one used in the investment banking divisions.
  • To take part in developing a sophisticated Quantitative Library with state-of the art financial models
  • A mature and positive production environment with Test Driven Development, continuous integration and dedicated development farms
  • Support from your team and manager in getting to know the models, the quantitative library and the various systems it interacts with
  • The chance to collaborate with other Risk groups, Front Office Quants, Front Office Developers and IT
  • The possibility for further professional education, e.g. FRM, CFA
  • You Offer

  • A university degree (Master) in Quantitative Finance, Computer Science, Engineering, Physics or Mathematics and an understanding of financial products and quantitative models
  • Development skills in C++ or any other object oriented language
  • Are you curious and willing to continuously improve your understanding of banking, risk management and stress testing?
  • Strong analytical and problem solving skills is what you possess
  • Are you willing to learn and apply learning quickly, and do you have the ability to pick up concepts quickly?
  • Do you have a dedicated hands-on-approach, are you able to work independently and have standout interpersonal skills?
  • Do you deliver high quality results on time and in a structured way while contributing to our team's success?
  • Proficiency in English (written and spoken)
  • Mr. C. Rizzo would be delighted to receive your application.Please apply via career portal.

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