Credit Suisse - Operational Risk Capital Modeler

We Offer :

The successful Operational Risk Capital modeler will be working within the operational risk management department, and will be part of a team supporting the global operational risk managers. The successful candidate will build up strong relationship with key stakeholders and proactively support the business. The capital modeler will assist the ORC (Operational Risk Capital) modelling team in a number of ways, including:

- Quantify regulatory and economic capital - based on historical and estimated losses with the usage of various statistical tools (e.g., S+, R statistics software tools)

- Capital allocation among business units - assist in allocation using statistical tools

- Execute internal and regulatory stress testing requirements producing stressed OpRisk loss and RWA projections

- Support in Operational Risk model development, maintenance and code testing

- Loss data analysis - collation, review and application to CS risk profile for modelling. Analyze internal and huge external database of losses and perform required data treatments.

- Scenario workshops - liaise with ORC Scenarios team which runs the process in which business experts quantify losses based on risk ratings, controls environment, metrics, etc.

- Projects/ initiatives - ad hoc assistance on Group or legal entity level ORC projects as required

- Reporting - prepare governance materials for ORM senior management and regulators

You offer :

- Sound knowledge of statistical methods and programing language like S+, R or equivalent

- Understanding of Financial Risk Management and regulatory capital requirements

- Quick-learner

- Process-oriented approach

- Analytical thinking

- High attention to details

- Excellent communication skills

- Ability to generate & apply new ideas & solutions

- Ability to multi-task effectively

- Stakeholder management

- Effective management of time and priorities

- Quantitative aptitude

- Good planning and organizing skills

- Proficient with Word, PowerPoint and Outlook

- Advanced Excel skills (knowledge of VBA is a plus)

ORC modeler will refine / develop some skills / expertise on the job including

- Understanding of regulatory requirements in ORC domain

- Knowledge of scenario analysis and stress testing framework

- Model development and industry best practice

- Building statistical tools

- Project management