Czego szukasz
Oferty pracy

Equity Market Risk Modeler#200988

  • Wymiar czasu: pełny
  • lokalizacja: Wrocław
  • Data ważności oferty: 09.02.2023
Credit Suisse Poland

Miasto: Wrocław
Full-time
Risk, Legal & Compliance
Job ID 200988

Your field of responsibility

The role is for a model developer within the Equity Market Risk Methodology team, and the principal responsibilities include:

  • Develop and analyse new quantitative risk models for products in the Equities business, and review existing models to ensure their correct implementation as per the regulatory guidelines
  • Ensure all models are adequately documented (to SR11-7 standards) for both internal and external (e.g. regulatory) purposes
  • Evaluate the impact of new models and capital rules
  • Collaborate closely with the model validation team to understand validation results and remediate concerns where necessary
  • Collaborate with the data, IT, and change management teams to ensure that methodology changes are appropriately project managed for implementation

Your future colleagues

The Equity Market Risk Methodology team within the Quant Strats team reports to the Chief Risk Officer and is primarily responsible for developing models to quantify market risk that adhere to regulatory guidelines. The models are used for both internal risk management and calculating regulatory capital for market risk across all legal entities. We encourage each team member to own the risk model through its entire lifecycle. The team sits at various locations across globe like New York, London, Mumbai, Wroclaw and Warsaw.

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 cultural values.

This position offers remote working opportunities for an agreed amount of days per week.

Your skills and experienc

The role would suit a candidate with proven experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance. It is essential that the candidate should have:

  • A degree in a highly numerate subject. Advanced degree (PhD, Masters or equivalent) is desirable.
  • A strong mathematical background.
  • Good programming skills, ideally in Python and C#.
  • Outstanding communication skills so as to be able to explain complicated concepts clearly to colleagues across market risk and quant teams. Proven ability to manage work well under pressure.
  • 1-5 years of proven experience working with equity products is preferable.
  • Dedication to fostering an inclusive culture and value diverse perspectives

Main benefits

  • Private medical care (including mental health support)
  • Life insurance for employees and additional insurance options available for family members
  • Pension plan
  • Charity days
  • Training and development
  • Internal Mobility
  • Wellbeing day (additional day off for your wellbeing)

Other optional

  • Language training course
  • Mentoring
  • Family – nursery and kindergarten funding, gift vouchers for Christmas
  • 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 hybrid work model (incl. work from home allowance)

Your new employer

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

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. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.

Prosimy powołaj się na portal Mamo Pracuj składając aplikację
Credit Suisse to światowy lider w dziedzinie zarządzania majątkiem i bankowości inwestycyjnej o międzynarodowym zasięgu i 165-letniej historii. Siedziba naszej firmy mieści się w Zurychu. Na całym świecie zatrudniamy ponad 48 tysięcy pracowników i posiadamy przedstawicielstwa w około 50 krajach,...

Inne oferty w tym regionie

Magister Farmacji

Dr.Max
Dolnośląskie, Wrocław
3 dni temu
24.01.2023

Magister Farmacji

Dr.Max
Dolnośląskie, Lubin
3 dni temu
24.01.2023

Technik Farmaceutyczny

Dr.Max
Dolnośląskie, Wrocław
3 dni temu
24.01.2023

Senior Python Developer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

Python Developer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

L1/PHY Algorithms Developer (Matlab)

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

Junior Security Consultant

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

Software Engineer (Java)

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

Low Level Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

Inżynier ds. Zarządzania Obiektem

Robert Bosch
Dolnośląskie, Mirków
Tydzień temu
20.01.2023

Koordynator ds. Wdrożeń i Uruchomień

Robert Bosch
Dolnośląskie, Mirków
Tydzień temu
20.01.2023

Płatny Staż w Dziale Produkcji

Robert Bosch
Dolnośląskie, Mirków
Tydzień temu
20.01.2023

Logista Wydziałowy

Robert Bosch
Dolnośląskie, Mirków
Tydzień temu
20.01.2023

Controlling Data Scientist in Central Team

Robert Bosch
Dolnośląskie, Mirków
Tydzień temu
20.01.2023

Project Manager | Dział Define | Wrocław

Colliers
Dolnośląskie, Wrocław
Dwa tygodnie temu
13.01.2023

Zarządca Nieruchomości | Wrocław

Colliers
Dolnośląskie, Wrocław
Dwa tygodnie temu
13.01.2023

Zarządca Nieruchomości | Wrocław

Colliers
Dolnośląskie, Wrocław
Dwa tygodnie temu
13.01.2023

Project Manager | Dział Define | Wrocław

Colliers
Dolnośląskie, Wrocław
Dwa tygodnie temu
13.01.2023

Software Engineer (Java)

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

5G Algorithm and System Simulation Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

C/C++ Embedded Developer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

System Specification Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Senior DevOps Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Technical Manager

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Senior C/C++ Embedded Developer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Local Product Owner

Nokia Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Integration and Testing Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Fault Coordinator

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

DevOps Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

C++ Developer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Test Automation Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

C Embedded Engineer

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
12.01.2023

Technical Leader, Runtime Algorithms

NOKIA Solutions and Networks
Dolnośląskie, Wrocław
4 dni temu
23.01.2023

.Net Developer #202795

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Financial Products Analyst / Specialist #188453

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Junior - Mid Quantitative Analyst #192094

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

R Programmer #213797

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Equity Market Risk Modeler #200988

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Risk Management Reporter #216040 - (Late Shift)

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

DevOps Engineer #197150

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Equity Market Risk Modeler#200988

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

.Net Developer #202795

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023

Access Management Senior Specialist #213313

Credit Suisse Poland
Dolnośląskie, Wrocław
Ponad 2 tygodnie temu
09.01.2023
baza
pracodawców
Pracodawca przyjazny rodzicom

Rekrutują u nas

Reklama