An exciting opportunity to join the Credit Analytics CCR Methodology Team within CRM. Counterparty Credit Analytics Methodology (CCR Methodology) team in Mumbai is an integral part of the global CRM- Credit Analytics team. CCR Methodology owns and is responsible for further development of methodologies for several key areas in counterparty credit risk measurement, back-testing of IMM models, Wrong Way Risk calculations and Collateral treatment.   This is a Quant role in CCR Methodology, Back-testing division with focus on:   - Development and prototyping of Back Testing methodologies. Back-testing of Monte Carlo Credit Exposure Models   - Back Testing Counterparty Credit exposure calculations according to Basel 3/CRD4   - Responsibility for the development of capital relevant risk methodologies in the derivatives area for FINMA, PRA and SEC.  - Possibility to support the IT strategic implementation of complex risk and simulation systems.  - Close collaboration with several internal stakeholders in the Investment Bank of Credit Suisse (front office, reporting, CVA desk and other risk departments)  - Other bespoke requests regarding exposure analysis for several audit or regulatory reports.  We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.  Interested candidates must be able to demonstrate the following qualifications and competencies:   - Should have experience/Knowledge with at least one of the following   - OTC Derivatives (At least one asset class), Secured Financing Transactions   - Pricing models   - Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)  - Working knowledge of at least one of R, MATLAB, Python or C++ is a must, VBA, SQL, and Office package is highly recommended   - Experience of at least one of the following topics: Numerical simulations, Monte Carlo, derivative pricing / modeling   - MBA/Analytical/Numerical degree from Tier-1 college   - Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  - Being responsible for deliverables.  - Good Communication skills.   - Highly Detail Oriented

Mumbai

Credit Suisse - Quant Role - Credit Analytics CCR Methodology Team 

Credit Suisse - Quant Role - Credit Analytics CCR Methodology Team  ,Job Description for Credit Suisse - Quant Role - Credit Analytics CCR Methodology Team  in Credit Suisse in  Mumbai for (2-12) years of experience. Apply Now!

Job Description for Credit Suisse - Quant Role - Credit Analytics CCR Methodology Team  in Credit Suisse in  Mumbai for (2-12) years of experience. Apply Now!