Credit Suisse - Quantitative Analyst - Product Risk - Private Banking

Private Banking, Investment Strategy and Research, Quantitative Analyst - Product Risk Classification

We Offer :

The Investment Strategy and Research Business Area of the Credit Suisse Private Bank covers global research, investment process, CIO and provides investment solutions for discretionary and advisory business.

IS&R is running its team in Mumbai to enhance the current implementation of the Product Risk Classification (PRC), being part of Investment Suitability. The team is involved in projects aimed at maintaining, executing and enhancing the PRC framework for over 50- 000 investment products delivered monthly to clients.

The role of a Quantitative Analyst requires :

- Quantitative risk modeling to enhance current models and setup with tools like Matlab, MS SQL, MS Excel, R

- Back testing and optimization of single product risk models

- Close cooperation and proactive communication with the PRC team in Zurich, KPO PRC and subject matter experts throughout the firm

- Analysis presentation in power point and excel

Project management :

- Self-initiative and structured approach to manage project or sub streams, e.g. developing new risk models, addressing model shortcomings, optimization topics, including implementation in tools and definition of IT requirements for operational implementation

You Offer :

- Minimum of 3 years- experience in risk management, portfolio management, product controlling or treasury areas in banks with international presence, multinational corporates, accounting or consulting firms

- Practical experience in quantitative modeling with Matlab, fact-finding, analysis and tracking market trends on single product and portfolio level

- Investment product knowledge across asset classes and product groups (Equity, Fixed Income, Funds, Structured Products, etc.)

- Advanced degree in finance, accounting, mathematics, physics, statistics

- Post-graduate degrees like FRM, CFA, etc. is an asset

- Exposure to international legal jurisdictions, preferred exposure to global wealth management products and processes.

- Strong writing and language skills in English.

- Strong communication skills.

- Self-starter, motivated, willing to take charge, high on conviction and dedicated.