Credit Suisse - RNIV

We offer :

The main responsibilitie of this role are the development, maintenance and supervision of the RNIV stratgeic systme under development.

- Understand the RNIV models, products they cover traded and trading strategies used.

- Use of RNIV strategic systems to generate all prduciton RNIV numbers as well as ah-hoc RNIV calculations for various programs, e.g .FRTB, FDSF, ICAAP

- Implementaion of new RNIV models in the strategic framework

- Development and testing of the RNIV strategic system

- Perform ad-hoc impact analyses for various purposes such as RWA optimiation

- Liasie with RNIV methodology and SRM Risk Managers to generate what if scenarios and propose RWA mitigation solutions

- Evaluate the impact of the new models and capital rules

You offer :

- First degree in mathematics, theoretical physics, econometrics, statistics or engineering.

- The role would suit a candidate with experience in risk measurement within an investment bank or, more broadly, with experience in a technical role within finance.

- The candidate should have a good understanding of risk modeling, and in particular an understanding of derivative instruments and the risks they generate.

- He or she also needs to have good programming skils and understand the effects, and relative importance, of underlying risk factors upon the value of the instruments.

- A very strong mathematical background is essential. Problem solving skills, as well as computational and communication skills, are essential.

- The candidate should be able to explain complicated concepts clearly to all members of staff, and present their proposals in a clear and precise manner to senior management and other people in the department

Tuhina Maathur