Risk Modeler Jobs in Mumbai - Credit Suisse

Risk Modeler
Credit Suisse
Any Graduate, Other Course
0 to 3 yrs
Credit Suisse
Last Date 18 May 2021
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Credit Suisse - Job Details

Date of posting: 18 Mar 21
We Offer

Departmental Overview

Credit Suisse's Credit Risk Management (CRM) department within the Chief Risk Officer (CRO) division is responsible for credit risk-related methodologies. The Credit Analytics team in CRM has specific responsibility for development of models to capture such risks within regulatory guidelines, implementation and maintenance of such models within the bank's IT systems and ongoing monitoring / testing, documentation and communication with regulators in relation to such models and provision of related policies / processes pertinent to this.

The Credit Analytics team has an opportunity for an experienced quantitative analyst to join the Trade analysis team.

The analytics team looks into performing pre-trade exposure calculations for live trades. This includes portfolio impacts (PE & EPE),haircut/initial margin recommendations, and in-depth analysis of structured deals. The exposures are used to determine credit charges and to understand the impact of new trades on regulatory capital as well as for monitoring exposure against counterparties by CRM.

The team is also responsible for ascertaining and publishing Loan-to-Values (LTV) for collateral backed lending business. Work with Traders and CRM in addressing and enhancing the standard LTV methodologies

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.
Key Responsibilities
  • Our team calculates credit risk for live trade across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives)
  • Work on pre-trade requests on Lombard business by providing LTVs of Hedge Funds, Investment Funds, Structured Products, Money Market Instruments, Equity and Fixed Income to support the Lombard Lending business.
  • Seek to monitor discrepancy between pre and post trade analysis. In case of discrepancies, should be able to provide/suggest economic risk by modelling the trade exposure. Should be open to provide stop gap solution.
  • Communicate with CRM and FO to explain credit risk issues and the need for potential ad-hoc enhancements
  • Maintain and develop the methodology on the Risk Grids-Publishing the same on the RiskNet.
  • Ensuring that pre trade exposure calculation tools are improved to be in line with the latest changes in methodology.

    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.
    • Bachelors’ or Master’s degree in quantitative or relevant field preferred
    • Seeking a quantitative analyst with outstanding technical skills and some prior experience of quantitative credit risk and derivatives products with relevant banking/financial products experience.
    • 4+years of experience (in a quantitative role)
    • Excellent Database skills ie., proficient in SQL/Sybase .
    • Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++,C#, Python etc.) is an advantage
    • Ability to work well under stress and tight timelines with a minimum amount of supervision
    • Strong written and verbal communication skills with the ability to express complex financial instruments in simple terms
    • Results-oriented, hardworking who can work on own initiative whilst also working collaboratively and deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards.Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.
  • 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

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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.
    Credit Suisse Company recruits a lot of Experienced(0 to 3 yrs) candidates candidates every year based on the skills . The candidates with Any Graduate, Other Course are selected to full fill the vacancies in HR / Admin job field. The candidates nearby Mumbai can apply for Risk Modeler position in Credit Suisse. All candidates should have a degree or post-graduation in the required field based on the requirement mentioned. The jobs are available in Full Time basis. When it comes to the Credit Suisse recruitment, candidates are mostly chosen for the department of HR / Admin . To learn more about the current jobs and other details, it is better to go through official site of Credit Suisse and Freshersworld. Find the latest jobs near you and near your home. So, that you don’t need to relocate. The Freshersworld is a leading employment portal that researches the official site of Credit Suisse and provides all the details about the current vacancies, the application process, selection process, interview test details, important dates and other information. Search and apply for the top job positions in Credit Suisse and near your city and get a secured career.