Credit Suisse - AVP/VP - PPNR Model Risk Management

Your field of responsibility :

You will be part of Credit Suisse's Group ERM function responsible for stress testing which is used for internal risk management/business planning and regulatory requirements. You will be responsible for the delivery of Stressed Leverage Exposure and Balance Sheet projections. In addition, you will also be responsible for the execution and delivery of the Post Mitigation Actions for all Group Stress Testing scenarios. You will be required to collaborate with divisional Chief Finance Officer (CFO) function's senior management to understand and provide effective review & challenge of Balance Sheet model results.

1. You will be working with Balance Sheet modelling teams and executing existing stress test-ing methodologies and presenting to senior management.

2. This would involve working closely with Group and divisional CFO teams to understand and provide effective review & challenge of Balance Sheet model results.

3. You will also have the responsibility to analyze and review the divisional Mitigation Actions playbooks and Challenge the CFO teams on their submissions.

4. This is challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions to add value on scenario insights.

5. The results of the developed stress testing approaches would also feed into internal risk ap-petite process for Credit Suisse.

6. You are expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from CFO teams, CRCO teams, Quant Strats, Senior Management and Regulators.

Your skills and experience:

Credit Suisse considers the following requirements as desirable for this role:

- You have 10+ years experience of having worked in a risk modelling/analytics function, preferably in PPNR and Balance Sheet model development or validation role

- You have the ability to present complex issues to senior business partners in a simple way

- You have strong understanding of financial modelling preferably with a quantitative / statistical background

- You have deep understanding of stress testing methodology, especially around aspects of revenue projections (preferably on Investment Banking side)

- You have preferably prior experience of working with a global investment bank or other simi-alr global financial institution

- High level of integrity, sense of urgency, attention to detail and quality standards

Your new employer:

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive ad-vantage in the global marketplace and drives our success. Our bank provides reasonable accommo-dations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.