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Risk Modeler Jobs in Mumbai - Credit Suisse

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Risk Modeler
Credit Suisse
Credit Suisse
Last Date 23 Apr 2021
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Credit Suisse - Job Details

Date of posting: 23 Feb 21
We are 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 global Conduct and Ethics Standards.

Banking regulators, globally, require systemically important financial institutions, to demonstrate they can endure adverse economic environments through a process called 'Stress Testing'. The most salient of these tests, carried out by the Federal Reserve in the United States, is the 'Comprehensive Capital Analysis and Review' (CCAR). From April 2017, Credit Suisse is required to make CCAR submissions, and will be also obligated to participate in other strategic stress testing programs (tests run by FINMA, ICAAP). For these reasons, we have a continued focus on building and improving our risk and capital management capabilities.

This role forms part of our Projections Modelling team that is currently growing to work on mathematical and econometric models used for projecting how our businesses would perform under certain hypothetical stress conditions, over a multi -year horizon, to meet stress-testing requirements imposed on global financial institutions by different regulators. The team expands the capabilities of our well-established Quantitative Strategies (Quant Strats) Group.

The Quant Strats group is responsible for producing state-of-the-art pricing, trading and risk management models across a range of business for Credit Suisse. The group's mandate covers all major asset classes. Quant Strats operates globally with members located in business centers in New York, London, Zurich, Sao Paulo, Hong Kong, and Singapore. There are now employees in the group in India representing a large and growing part of the global franchise.

The Quant Strats group carries out a variety of activities that include the creation of sophisticated mathematical models for the valuation and risk-management of complex derivatives, development of the analytics platform used to deliver models and driving the use of these models throughout the bank. The work varies from tactical responses to movements in global markets to longer term strategic projects to improve our pricing and risk management offerings.

Open to discussing flexible/agile working.

Your Main Responsibilities Will Involve
Build and maintain Scenario Expansion models (champions and challengers) used in stress testing programs (CCAR, FINMA, Internal).
Develop tools to facilitate testing and performance monitoring of models.
Document model methodology and related processes.
Coordinate with Quant Strats internal and external teams on development, implementation and review of projections models.
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.
Master's degree in a quantitative field (Economics, Mathematics, Statistics, etc.).
Proficient in time-series analysis techniques, and more general econometric modeling methods.
Proficient in implementing statistical models in R.
Outstanding written and verbal communication skills and can compose well-structured technical model methodology documentation.
Outstanding analytical, collaborative, problem solving and presentation skills as well as the ability to engage in concise, effective discussions.

The following will be advantageous
A PhD. in Economics, Applied Statistics, or other highly-empirical fields
Experience with one or more of the following tools: Excel, VBA, SAS, Stata, SPSS, Python and/or MATLAB.
Risk analysis experience within the financial industry.
Dedicated, hardworking who can work on own initiative with a high level of integrity, sense of urgency and quality standards

Job: *Quantitative Analysis

Title: Risk Modeler #158228

Location: India-Mumbai-Mumbai

Job Summary

Job Type : 0
Job Role : HR / Admin
Job Category : Recruitment
Hiring Process : Face to Face Interview
Who can apply : Freshers and Experienced (0 to 3 yrs )

About Credit Suisse

Credit Suisse
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Credit Suisse recruiting Risk Modeler Experienced(0 to 3 yrs) candidates candidates nearby Mumbai.Credit Suisse vacancies for Risk Modeler is recruited through Written-test, Face to Face Interview etc.
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