• Junior Stress Testing Modeler Jobs in Poland - 25053661

  • Credit Suisse Securities (India) Pvt Ltd
  • Poland

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

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 ran by FINMA, ICAAP) For these reasons, we have a continued focus on building and enhancing our risk and capital management capabilities

This role forms part of our Projections Modeling team that we are 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 Projections Modeling team expands the capabilities of our well-established Quantitative Strategies (Quant Strats) group in Poland

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 groups mandate covers all major asset classes Quant Strats operates globally with ca 160 members located in business centers in New York, London, Zurich, Sao Paulo, Hong Kong, and Singapore There are now 44 employees in the Quant Strats group in Poland representing a large and growing part of the global franchise

The Quant Strats group carries out a range 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

Your main responsibilities will involve

You will build and maintain stress testing models (champions and challengers) used in CCAR, and other strategic stress testing programs (eg tests ran by FINMA, ICAAP)

You will develop tools to facilitate testing and performance monitoring of models

You will document model methodology and related processes

You will collaborate with Quant Strats internal and external teams on development, implementation, and review of projections models

Open to discussing flexible/agile working

You Offer

Key requirements for the role are

You have a deep understanding of time-series analysis techniques, and more general econometric modeling methods

You are proficient in implementing statistical models in R

You hold a Masters degree in a quantitative discipline (Economics, Mathematics, Statistics, etc)

You have excellent written skills and an ability to compose well-structured technical model methodology documentation

You have extraordinary analytical and verbal communication and presentation skills, ability to engage in concise, effective discussions

You are an excellent teammate

The following will be advantageous

You have experience with one or more of the following tools Excel, VBA, SAS, Stata, SPSS, Eviews, and/or Matlab

You have experience with Monte Carlo simulation methods

You have risk analysis experience within the financial industry

You hold PhD in Economics, Applied Statistics, or other highly-empirical disciplines

Our benefit

Private medical care

Life insurance

Pension plan

Charity days

Training and development

Internal Mobility

Other optional

Language training course

Mentoring

Family nursery and kindergarten funding, gift vouchers for Christmas

Parking allowance

Health promotion Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc)

Employee discounts on various products and services (event tickets, consumer products, etc)

Relocation package

Employee Referral Program

Flexible work schedule and working from home (home office)

If you apply for this role this means you agree with the following statement

Through my application for a role with Credit Suisse (Poland) sp zoo (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [DzU] No 133, item 883) I authorize Company to process my personal data for future recruitment processes

Furthermore, I authorize Credit Suisse Group AG and its affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data

Credit Suisse and affiliates registration details-

Credit Suisse (Poland) sp zoo Registered office - 1 Icchoka Lejba Pereca street, 00 - 849 Warsaw
Credit Suisse Group AG Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its affiliates
Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,
Cut-e AG Kleiner Burstah 12 Registered office - 20457 Hamburg, Germany and
Milch & Zucker The Marketing & Software Company AG Registered office - Kchlerstrae 1, 61231 Bad Nauheim

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 : Teaching/Education
Role : Teacher
Salary : As per Industry Standards
Deadline : 10th May 2020

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