Counterparty Credit Risk Modeler #101167

  • Competitive
  • Zurich, Switzerland
  • Permanent, Full time
  • Credit Suisse AG
  • 18 Oct 17 2017-10-18

Counterparty Credit Risk Modeler #101167

We Offer

  • The opportunity to work in a dynamic, well-connected and pivotal area in the credit risk division of Credit Suisse
  • Development, optimization and maintenance of statistical models for the measurement of credit risk
  • Risk modelling of different asset classes, products and loan types using various quantitative methods
  • Support of the implementation and maintenance of methods and models within existing / new risk systems
  • Collaborate with the operative credit risk management units in questions on the risk of their portfolios
  • Preparation of portfolio overviews and risk reports to regulators, senior management and risk committees
  • Possibility to interact with various stakeholders such as credit officers, model validation, audit and IT
  • We are open to discussing flexible / agile working


You Offer
  • A graduate degree (preferably a Master's degree or PhD in physics, mathematical finance, finance, statistics or econometrics)
  • 1-3 years of experience in a similar function and profound knowledge of model development and programming (R, Matlab, SAS, Java, VBA, etc.)
  • Basic understanding of financial products is essential
  • Excellent analytical skills, especially with regards to financial analysis, as well as the ability to cope with pressure and work independently in an organized way
  • A winning, innovative and proactive personality who likes to work in a team
  • Excellent MS-Office know-how
  • Fluency in German and English with good communication skills

Mr J. Lindemann would be delighted to receive your application.
Please apply via our career-portal.