Risk Modeler AVP Jobs in Mumbai

Risk Modeler AVP

Credit Suisse

3+ Years

Not disclosed

Expired

Posted: 01 Mar 21

We Offer

We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firmâs D&I ambition which is an integral part of our global Conduct and Ethics Standards.
Scenario Analysis and Methodology is viewed in Credit Suisse as a key internal function within Enterprise Risk Management
The team focuses on statistical data analysis, covering stress scenario and economic risk capital modelling, including for example pre-provision net revenue methodologies, economic risk capital aggregation and allocation
There is a lot of scope for creativity and out-of-the-box thinking to come up with pragmatic innovative solutions to business problems
This role offers extensive exposure to senior management
Coordinating with business partners in various functions across the firm including Risk, Finance, and the Business

You Offer

Understand the value of diversity in the workplace and are 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.
Outstanding financial modelling skills with a strong quantitative background, such as a degree in Mathematics, Physics, Quantitative Finance, Statistics, Engineering, or Econometrics
5+ years of experience in a risk modelling/analytics function covering either market or credit risk, preferably in stress testing or economic risk capital
Experience in programming languages such as R, Python, or VBA
Outstanding interpersonal and communication skills (both verbal and written)
Ability to present complex issues to senior partners in a clear and concise way
Result oriented, dedicated, hardworking and can work on own initiative whilst also working to deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards