• Credit Suisse - Model Development Role - Credit Analytics Team Jobs in Mumbai,India

  • Credit Suisse
  • Save Job
  • 5 - 9 Years
  • Posted : above 1 month

Job Description:

As one of the worlds leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally, as well as retail clients in Switzerland Credit Suisse is active in over 50 countries and employs approximately 45,000 people Further information can be found at wwwcredit-suissecom

Cultural diversity is essential to our success As such, we employ people from more than 100 countries Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance

The team in Mumbai is part of the global CRM - Credit Analytics team We cover the following areas

- Client Credit Risk

- Counterparty Credit Risk

- Monte-Carlo Methodologies

- Issuer Credit Risk

- Trade Analysis

- Scenarios and Stress Testing

Requirement

- Roles in Credit Analytics are technical and hence even managerial positions require candidates to be highly detail oriented and undertake hands-on tasks

- Experience of PD, LGD and CCF models would be an asset, preferably from within a risk management department Some experience in bank regulatory capital, Basel II/III, stress-testing would be advantageous

Strong experience/knowledge in at least some of the following areas (in quant space)

- AIRB - LGD, PD and CCF Modelling

- Regulatory framework and rules (eg BASEL, CRR, CCAR etc)

- Credit Portfolio Modelling - Default and Migration Risk

- Counterparty Credit Risk

Pricing and valuation - Derivatives (across one or more asset classes)

Computation of Risk Metrics (eg VaR, EPE, PFE, RWA, Greeks)

- Risk Scenarios and Stress Testing

- Back-Testing and Monte-Carlo Methodologies

Strong Quant skills and aptitude - We expect candidates to have good understanding of Probability and Statistics / other quant concepts used in above areas

Good technical skills - exposure to one or more of the below programming language/database

- Programming and Algorithms R, VBA / advanced Excel, Matlab etc

- Database and SQL MS Access, MySQL, Oracle etc

- Advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject

- Good Communication skills (oral and written) Ability to communicate logically and precisely, including writing extended documentation

- Highly Detail Oriented This role requires hand-on approach along with management oversight

- Team management experience would be advantageous

Credit Suisse is an equal opportunity employer Embracing diversity gives us a competitive advantage in the global marketplace and drives our success

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 11th Jan 2020

Key Skills:

Company Profile:

Not Mentioned

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