Credit Risk Model Developer Credit Risk Model Developer …

Credit Suisse
in Zurich, Switzerland
Permanent, Full time
Last application, 20 Oct 20
Competitive
Credit Suisse
in Zurich, Switzerland
Permanent, Full time
Last application, 20 Oct 20
Competitive
Credit Suisse
See job description for details
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
  • A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our Conduct and Ethics Standards.
  • Being part of development, optimization and maintenance of statistical models for the measurement of credit risk
  • Contributing in risk modelling of different asset classes, products and loan types using various quantitative methods
  • Implementation and maintenance of methods and models within existing and new risk systems
  • Collaborating with the operative credit risk management units in questions on the risk of their portfolios
  • Preparation of portfolio overviews and risk reports to regulators, senior management and risk committees
  • Opportunity to interact with various business partners globally such as credit officers, model validation, audit and IT
  • We are open to discussing flexible and agile working arrangements!


You Offer
  • A graduate degree (preferably a Master's degree in statistics, econometrics, mathematical finance, finance, physics, engineering or a related field) with knowledge of programming (R, SQL, VBA, C++, C#, F# etc.) and excellent MS-Office know-how
  • Exposure to credit risk measurement & modelling and relevant regulatory requirements (e.g. Basel requirements, CRR) would be a plus
  • Basic understanding of financial products is essential
  • Excellent analytical skills, especially with regards to financial analysis, as well as the ability to cope with pressure and work independently in an organized way
  • Are you a winning, innovative and proactive personality with strong interpersonal skills who loves to work in a team?
  • Proficiency in German and English with good communication and skills
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application!
*LI-CSJOB*
Mr. M. Payer would be delighted to receive your application.
Please apply via our career-portal.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
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