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

Mumbai

Credit Suisse - Manager - ERC Methodology 

Credit Suisse - Manager - ERC Methodology  ,Job Description for Credit Suisse - Manager - ERC Methodology  in Credit Suisse in  Mumbai for (1-4) years of experience. Apply Now!

Job Description for Credit Suisse - Manager - ERC Methodology  in Credit Suisse in  Mumbai for (1-4) years of experience. Apply Now!