Senior Quantitative Risk Modeler – Counterparty Credit Risk #101900

  • Competitive
  • Zurich, Switzerland
  • Permanent, Full time
  • Credit Suisse AG
  • 20 Oct 17 2017-10-20

Senior Quantitative Risk Modeler – Counterparty Credit Risk #101900

We Offer

  • A senior role with teaching and mentoring responsibility in a dynamic team of quantitative risk modelers in the credit risk area based in Zurich
  • The possibility to work as subject matter expert and project lead on the development, prototyping, and implementation of methodologies for back testing of Monte Carlo counterparty credit risk models
  • The responsibility to develop capital relevant risk methodologies in the derivatives area for FINMA, PRA, and SEC
  • The challenge to conduct counterparty credit exposure calculations according to Basel 3 / CRD4
  • Support of IT in the strategic implementation of complex risk and simulation systems
  • Close collaboration and negotiation with internal partners around the world (front office quants, financial accounting, CVA desk and other risk departments)
  • We are open to discussing flexible / agile working


You Offer
  • Master or PhD degree in a quantitative discipline (e.g. physics, mathematics, engineering, or computer science)
  • At least 5 years of relevant work experience in the financial industry, ideally in quantitative risk management; Experience in project management is a plus.
  • Ability to program in either C/C#/C++/Python or R is a requirement; VBA, SQL, and the MS Office package are highly recommended
  • Excellent communication and presentation skills, strong team working ability and very good organizational skills
  • Fluency in English is mandatory

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