Credit Suisse - AVP - Risk Modeler

AVP- Risk Modeler- Credit Suisse

- The Model Risk Management (MRM) team at Credit Suisse has a mandate to validate the Bank's business-impactful models firm-wide and more generally to identify, measure and manage model risk across Credit Suisse.

- As a part of MRM's Algorithmic Trading Model Validation team, you will focus on the validation of models used for electronic trading. The model scope covers trading products from various asset classes with businesses spread across geographies.

- As a Validator you will be responsible for performing timely independent model reviews with effective challenge, conducting testing, escalating identified issues, and writing validation reports following internal model validation policies and external guidelines while liaising and collaborating with business partners across trading, IT and risk management.

Your future colleagues:

- The Model Risk Management function is a highly visible, dynamic area with established presence in New York, London, Zurich, Mumbai, Warsaw, Singapore and Hong Kong. We drive strategic and sustainable change, and offer risk, controls and regulatory advice.

- You will join a team that is renowned for its fast-paced, collaborative and engaged culture working with a high level of integrity within an international and demanding environment. We believe our colleagues are our key asset. Become part of a highly motivated, open minded analytics team in a collaborative and flexible working environment.

- 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 cultural values.

We seek individuals with a strong interest in financial markets and an advanced degree in a quantitative discipline. Applicants should possess the following:

1. A master's degree or PhD in a quantitative subject area like mathematics, physics, engineering, econometrics or quantitative finance

2. Outstanding quantitative problem-solving skills with experience in stochastic modeling, numerical methods and machine learning

3. Experience in development and/or validation of models, preferably models used in electronic trading

4. Good understanding of financial products, markets, and hedging strategies

5. Proven experience in programming using Python or R

6. Self-motivation, goal oriented, the ability to structure and manage work

7. A proven record in delivering high quality results to strict deadlines under pressure

8. Outstanding interpersonal and organizational skills

9. Dedication to fostering an inclusive culture and value diverse perspectives.