Market Risk Analyst – Interest Rate Risk in the Banking Book (IRRBB)

We Offer
  • A unique role in which you will be involved in change and business-as-usual activities related to measuring Interest Rate Risk in Banking Book (IRRBB) using Quantitative Risk Management (QRM) software
  • The responsibility to perform complete and timely testing of new QRM features and fixed defects
  • You will calculate key metrics for measuring IRRBB and perform analyses on the position of the bank
  • A unique platform to work closely with key departments within Credit Suisse: Market Risk and Liquidity Management, Treasury, Modelling and IT which also offers you the chance to create a strong internal network
  • You will be given the opportunity to learn the drivers of the IRRBB metrics and the financial products of the bank, as well as to contribute to a project with major regulatory and senior focus

You Offer
  • A university degree in Economics, Finance, Mathematics or another quantitative area or comparable level of education
  • You have up to 3 years of meaningful experience, preferably in Market Risk, Treasury, Finance within a major financial institution
  • You have a basic understanding of risk management concepts such as Duration, Net Interest Income at Risk, Cash Flow, Net Present Value
  • You understand the Balance Sheet structure, the characteristics of loans, deposits, derivatives and other financial products
  • You are a dedicated teammate with strong analytical and problem solving skills
  • You possess excellent interpersonal skills written and verbal, previous experience of handling partners is a plus
  • You have good attention to detail and accuracy
  • Are you an experienced user of MS Office and SQL? Knowledge of QRM is a strong plus
  • Are you proficient in English and possess a good command of German?

Mr. C Rizzo would be delighted to receive your application.
Please apply via our career portal.