Credit Suisse - ENO Analyst - MRQ ERC Methodology

We offer :

Play a central role in the development of a - best in class- Economic Capital model

Understand how the Economic Capital model is used in a leading financial institution

Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture

Research alternative methodologies, and compare them; justify and test the chosen option

Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes

Collaborate with IT analysts and developers to implement changes to the model

Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications

You offer :

At least 2 years experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required

The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.

A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage

General knowledge of risk issues and investment products, together with some programming skills would be also desirable

Candidates are required to have programming experience, preferably using C++

Experience in methodology documentation is highly valued

Ability to work well in a team and building relationships

Ability to produce high quality, accurate work, under pressure and to tight deadlines

Willingness to question and challenge the status quo and ability to provide alternative approaches