Quantative Risk Developer Quantative Risk Developer …

Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Be the first to apply
Competitive
Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Be the first to apply
Competitive
Credit Suisse
Quantative Risk Developer
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
We are 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 Standard
The Risk division of Credit Suisse is a highly visible, dynamic area of the firm where you can be an integral part of decisions 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 reciprocal and ambitious environment that offers direct contact with senior management and inspires leadership at all levels.
This team is part of the Quantitative Analysis & Technology functional area, reporting to the Chief Risk Officer. We are responsible for the methodology implementation for many of the components of the bank's Economic Capital model.
As part of our team, you will play a central role in the development of a 'best in class' Economic Capital model.
You will work in a team of quantitative developers responsible for implementing and maintaining ERC models in an IT prototype environment, using .NET and scripting languages.
About the role:
  • Deal with the design and implementation of a new ERC risk models, ensuring alignment with the current existing firm's modeling approaches. Also support earlier created models in production.
  • Review the implementation of the model in IT systems
  • Describe and document the model implementations following internal and external standards
  • Participate in the establishment of policies and processes covering risks


You Offer
  • Understand the value of diversity in the workplace and are 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.
  • Degree in engineering, mathematics, econometrics, statistics
  • At least 9 years of proven coding experience
  • A deep knowledge of C#
  • You are an advanced Excel (VBA) user and have strong analytical skills
  • Highly detail oriented and undertake hands-on tasks
  • Able to communicate logically and precisely, including writing extended documentation
  • Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time under pressure with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards
The following will be advantageous:
  • Familiarity with Python / F# / C++ / R
  • Familiarity with financial markets/financial risk management.
  • A professional qualification e.g. CFA, FRM, PRIMA would be an advantage


Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
Credit Suisse logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...