• Model Validation Quantitative Jobs in Mumbai,India

  • Credit Suisse Securities (India) Pvt Ltd
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  • 6 - 9 Years
  • Posted : above 1 month

Job Description:

Model Validation Quantitative

United States-NC-Raleigh |

Full-time (FT) | Corporate Functions | Job ID 134804 Quantitative Analysis English

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

Part of Enterprise Risk Management (ERM) at Credit Suisse, the Model Risk Management (MRM) team has a mandate to validate the Banks business-impactful models firm-wide and more generally to identify, measure and manage model risk across Credit Suisse The team is established in London, Zurich, Mumbai, Singapore, Warsaw, Hong Kong,New York and Raleigh

As a member of the MRM team in Raleigh, you will get exposure to modelling in a wide variety of models in areas such as pricing and risk models (VaR/RNIV, EPE) and other business-impactful models used throughout the bank etc The teams broader model risk scope also guarantees a significant level of interest and visibility to the business and senior management Opportunities to present results to business partners as well as peers are numerous, allowing you to widen and develop their network and reputation

We offer you the chance to lead independent validation reviews across a wide range of core Risk Capital, Pricing or other business-impactful models used throughout the bank Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc

Review, verify and validate financial models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment

Being part of our diverse team and represent it in senior internal governance forums, prepare the relevant presentation materials and ensure flow of information to the respective validation teams Participate in the relevant regulatory meetings and coordinate the activities pertaining to the material preparation

We expect you to demonstrate independence in planning and business partner engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties

Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook

You Offer

You have 6 years of relevant work experience

You hold a Masters in a quantitative discipline, eg Mathematics, Physics, Engineering, Finance, or Economics with experience in financial modelling and/or model validation PhD preferred

You have experience in financial modelling for Securitised Products, such as Residential Mortgage-backed securities, Commercial Mortgage-backed Securities and Asset-backed Securities

You have hands-on experience in risk and capital modelling, derivatives pricing and should be able to demonstrate an understanding of capital modelling, financial and derivative products and mathematics

A partnering mindset, with a practical approach to problem solving and effective communication with senior business partners, including the ability to explain complex topics to a diverse range of audiences

Good programming experience is a plus (such as R, C , C#), You are highly motivated, disciplined, task focused and have a proven record of delivering high quality results to strict deadlines

Credit Suisse is an equal opportunity employer Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success Credit Suisse complies with applicable federal, state, and local laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities Subject to applicable law and regulatory requirements, Credit Suisse complies with state and local laws regarding considering for employment qualified individuals with criminal histories

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Financial Services/Stockbroking, Banking
Functional Area : Teaching/Education
Role : Lecturer/Professor
Salary : As per Industry Standards
Deadline : 16th Feb 2020

Key Skills:

Company Profile:

Credit Suisse Securities (India) Pvt Ltdarfix

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