Quantitative Analyst - Validation (Model Risk Management) Quantitative Analyst - Validation (Model Risk  …

Credit Suisse
à Zurich, Zürich, Suisse
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Credit Suisse
à Zurich, Zürich, Suisse
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Credit Suisse
See job description for details
We Offer
  • A highly interesting and challenging role in the Model Risk Management team in Zurich, focused on the validation of quantitative models.

  • Leading and managing independent validation reviews of models across all banking divisions, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model.

  • Continuous interaction and collaboration with stakeholders from a wide range of internal business areas, internal and external audit as well as supervisory authorities.

  • Responsibility for the creation of technical reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.

  • Working in a global, dynamic, technically skilled and motivated team.


You Offer
  • A PhD or a master's degree in a quantitative discipline or equivalent

  • At least two years of practical experience in financial, risk or advisory modelling and statistical tests is required.

  • A general understanding of global regulatory requirements is desirable to be a credible counterpart given the variety of models in scope.

  • Client focused and communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.

  • You are a dedicated problem solver with a positive, empathetic personality, paired with excellent interpersonal and communication skills and proficiency in English.

  • Team player skills and motivation of working within a global and diverse team while being able to work independently.

  • Being a self-starter with discipline, task focus, the ability to structure and present work and a proven track record of delivering high quality results to strict deadlines is something that describes you very well.

  • Do you want to contribute your knowledge and programming experience of statistical software applications, such as R, Matlab, Python, SQL or SAS to our team?

*LI-CSJOB*
Ms. B. Ott would be delighted to receive your application.
Please apply via our career-portal.

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