• Enterprise Risk Stress Testing Developer Jobs in Poland - 25729813

  • Credit Suisse Securities (India) Pvt Ltd
  • Poland
  • Save Job
  • 0 - 3 Years
  • Posted : above 1 month

Job Description:

Credit Suisse is a leading global wealth manager with strong investment banking capabilities Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities We are Credit Suisse

We Offer

The Risk Division protects the banks strategic directives by establishing a solid control environment for our risks Understanding the banks risks at all times and ensuring that our risk is deployed in balanced and efficient way is a cornerstone of the firm overall stability The Enterprise Risk Management (ERM) for UK Investment Bank responsibility is to look at the risk across the UK entities and covers the entity wide frameworks such as risk appetite, and stress testing with connection to the Capital Management process

The suitable candidates will need to demonstrate

Capability to code in R /Python/MATLAB
Be capable or willing to learn modern R programming techniques such as application of tidyverse, markdown, Shiny
Interested in risk analytics development conception, design, build and implementation of advanced reports and statistical models, using R (markdown & shiny) and SQL

An understanding of risk management and capital regulations (eg Basel III) would be an advantage The role gives an outstanding opportunity to understand the overall risk profile of the UK Investment Bank, as well as key pertinent risks that senior management is focused on and could be a good opportunity for those wishing to transfer from an IT function to being closer to the business, as well as those already in CRO who wish to focus-in on their coding skills

Roles and Responsibilities

Support the Manager of Stress Testing in developing and deploying R-based code to perform calculations meaningful to enterprise wide stress tests covering both capital resources (PTI, position losses) and capital requirements (RWAs) across key risk types market, credit, operational and liquidity risk
Within the R-based toolset, you will calculate and report scenario-based risk metrics including stressed capital (capital resources, capital requirements and capital ratios), earnings, and use ratio for ICAAP Pillar 2B reporting purposes
Creating and maintaining monthly/quarterly assessment of the firms adherence to stressed capital providing input for Board/Risk Committees
Take initiative in building and maintaining stress testing model
Review and challenge stress testing methodologies
Prepare analysis and interpretation of data inputs provided by other risk areas
Participate in regulatory reviews eg SREP
Document the process and controls and assist review teams in understanding the code implementation

A department which values Diversity and Inclusion (D&I) and is committed to realizing the firms D&I ambition which is an integral part of our global Conduct and Ethics Standards

You Offer

To shine in this role, youll be individual with a passion for coding, and you will thrive in a busy work environment, handling enquires related to the operations of forward-looking capital stress testing; so we are looking for the following

University degree in econometrics, statistics, mathematics, or engineering/scientific fields
Proven experience in R/Python/Matlab or other similar languages, and preferable LaTeX and version control (eg, GIT) experience
Willing to use R/Python for data analytics and automation purpose
Understanding of stress testing and/or scenario analysis across one or more key risk types (market risk, credit risk and operational risk) would be a plus!
Awareness of risk management practices and Basel regulation for risk purposes or good understanding of capital concepts (eg available capital, risk-weighted assets) and balance sheet concepts would be an advantage, but is not pre-requisite

Additional requirements

Strong analytical and problem solving skills
Outstanding written and verbal communication skills in English
Highly organised, ambitious and proactive with an ability to operate autonomously

Understands the value of diversity in the workplace and is 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

Credit Suisse is an equal opportunity employer Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law

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

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Financial Services/Stockbroking, Banking
Functional Area : Banks/Insurance/Financial Services
Role : Risk/Credit/Economic Analyst
Salary : As per Industry Standards
Deadline : 25th Jul 2020

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