The Finance division at CreditSuisse aspires to be the best Finance division in the industry and a coredriver of the bank’s vision.
Our focus is to manage the bank’s capital,funding, liquidity and expenses to ensure we are well capitalized and have astrong enough balance sheet to withstand adversity and uncertainty.
We arecommitted to drive cost efficiencies, improve control, quality and efficiencyof our information and to engage with the businesses to actively prepare thebank for regulatory changes.
To fulfill our mandate we need the skills,experience and engagement of our employees. We need to attract the best peopleand engage, grow and retain talents through a rewarding and versatilepartnership culture.
A role within the Rates / FX Valuation Risk Control team in London providing hands-on experience with all related products across the bank.
Your core responsibilities will include the price testing of exotic products, maintenance of relationship with the desk, supervision of offshore counterparts, prudent valuation methodologies development, exit reserve methodologies review and governance of the model inventory.
You will have direct face-off with multiple desks including linear, non-linear and structured notes businesses as a part of horizontally aligned VRC function.
You will be required to closely interact with key contacts in Quant Strats, Model Validation, Market Risk and Business Finance.
The opportunity to get involved with large scale projects using the latest technologies.
A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global Conduct and Ethics Standards.
Open to discussing flexible / agileworking.
You possess knowledge of Derivatives with hands-on experience, preferably with Rates / FX products.
You have the potential to grow into a subject matter expert for Rates / FX products.
Experience in managing offshore counterparts and various other partners including management is essential.
You have deep understanding of parameterization and its application for valuation risk.
You possess the ability to identify the gaps and have a strong control mindset.
You display intellectual curiosity and resourcefulness to finding innovative solutions to issues.
You are highly motivated, strong teammate and possess good communication skills.
You have experience of working in Python / R and similar technologies preferred.
You holding a professional or educational qualification such as CFA / FRM / Masters in a quantitative discipline is preferred but not essential.
Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.
This should be further elaborated on in your application.
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.