Quantitative Credit Risk Analyst

Job description

Quantitative Credit Risk Analyst

Credit Suisse Company Overview

Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients—and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let's shape the future of Credit Suisse together.

We Offer...

·  Dynamic and team-orientated working environment
·  Possibility to develop, implement and run stress models that will help assess Credit Suisse credit risk, in particular
·  Models to measure credit risk on an obligor and portfolio level under stress
·  Analysis of historical data to estimate model parameters
·  Regular analysis and control of model inputs, results and sensitivities
·  Responsibility for strategic initiatives of the department as well as various projects
·  Get involved in IT projects to drive implementation of Stress models in state of the art IT environment
·  Performing ad-hoc analyses

You Offer...

·  A graduate degree (preferably a master degree or PhD in mathematical finance, finance, statistics or econometrics)
·  Strong numerical skills, knowledge of financial products, derivatives. Understanding of stress concepts
·  Knowledge of panel data methods, time series and forecasting techniques. Experience with large data sets and data processing is a plus
·  Knowledge of programming languages (C++/C#, VBA, SAS, SQL)
·  Practical experience within the financial industry, e.g. an understanding of credit processes, provisions, accounting, risk management and regulatory practices is beneficial
·  Willingness and ability to quickly learn new concepts and apply them in daily risk management practice are essential
*LI-CSJOB*

 
Ms. L. Garrelts (HIOD 25) would be delighted to receive your application.

Please apply via our career portal.

EEO Statement

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

Desired profile

You Offer...

·  A graduate degree (preferably a master degree or PhD in mathematical finance, finance, statistics or econometrics)
·  Strong numerical skills, knowledge of financial products, derivatives. Understanding of stress concepts
·  Knowledge of panel data methods, time series and forecasting techniques. Experience with large data sets and data processing is a plus
·  Knowledge of programming languages (C++/C#, VBA, SAS, SQL)
·  Practical experience within the financial industry, e.g. an understanding of credit processes, provisions, accounting, risk management and regulatory practices is beneficial
·  Willingness and ability to quickly learn new concepts and apply them in daily risk management practice are essential
*LI-CSJOB*

 
Ms. L. Garrelts (HIOD 25) would be delighted to receive your application.

Please apply via our career portal.