Equity Market Risk Modeler #200988

Miasto: Wroclaw
Full-time
Risk, Legal & Compliance

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 experience

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.

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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,...