Scenario Risk Modeler - PhD - Investment Bank

Risk Modeler

We Offer :

- Development of macro & financial models using a variety of quantitative techniques ranging from statistics, econometrics and time series analysis utilized for Group Wide stress testing

- The model development, documentation and validation should adhere to SR 11-7 standards

- Communicate complex modeling and statistical concepts to senior levels of internal management

- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use

- To contribute in the design and calibration of forward looking internal and regulatory stress testing scenarios for Credit Suisse Group

You Offer :

- Excellent financial/statistical modeling skills with a strong quantitative background - Graduation from a top tier technology or management institute

- Strong knowledge of statistical concepts

- Significant experience across asset class

- Knowledge of statistical packages (such as R) is a plus

- 5+ years of relevant experience

- Excellent communication skills

Client is a leading Investment Bank