Credit Risk Modeller
Credit Suisse
London, London, United Kingdom
9d ago

We Offer

The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank’s business.

Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities.

The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.

We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

  • An interesting role as Credit Risk Modeler in the Credit Analytics department of Credit Suisse based in London
  • The responsibility for ensuring regulatory models and frameworks are well documented and accurately represented in the strategic systems
  • Role will entail review of a wide range of collateral and exposure methodologies used for capital calculations and appropriate regulatory compliance
  • Involvement in the implementation of methods and models and scope to propose further enhancements to methodologies as and when required
  • Communication with internal stakeholders and senior management
  • Exposure to a broad range of businesses and products within Credit Suisse
  • Opportunity to become part of a dynamic and innovative team
  • We want you to contribute your strong interpersonal skills to our team
  • Open to discussing flexible / agile working.

    You Offer

  • A Master’s degree (preferably a degree in finance, economics, mathematical finance, statistics, econometrics or business engineering) or equivalent work experience
  • Experience in the financial sector in model development, data analysis and / or programming beneficial
  • Expertise in programming, preferably SQL, R, C#
  • Good understanding of financial products and counterparty credit risk topics - excellent understanding would be a distinctive advantage
  • Excellent analytical skills, especially with regards to financial analysis
  • An organized and flexible personality with attention to detail and the ability to work under pressure
  • Excellent communication skills in English mandatory
  • Competitive salary
  • Advert ends 28th May 2019
  • 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.

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