Model Risk Management - Validation # 117878 - SKZ.249

Model Risk Management - Validation # 117878 - SKZ.249

14 Mar
|
Credit Suisse
|
Mumbai

14 Mar

Credit Suisse

Mumbai

Model Risk Management - Validation # 117878India-Important Company-Important Company | Full-time | Corporate Functions | Job ID 117878Risk ManagementEnglishCredit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients?and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training,





networking and mobility. Join us and let's shape the future of Credit Suisse together.We Offer
The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions making that supports the bank's business. Our responsibilities range from enterprise risk management to risk and finance reporting and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels. The Model Risk Management (MRM) team has a mandate to validate the Bank's 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, Important Company, Singapore, New York, and Warsaw. As an entry level member of the MRM validation team you will get exposure to modeling in a wide variety of risk areas such as credit risk, market risk, operational risk etc. The current heightened regulatory focus on these areas and the team's broader model risk scope also guarantees a significant level of interest and visibility to the business and senior management. Role Description
You will review, verify and validate risk models for theoretical soundness.
You will test model design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.
You will be expected to demonstrate independence in testing design and execution, results interpretation and presentation, and the production of documentation solid enough to evidence a sound challenge to both internal and external parties.
This role will involve working with an incredibly broad group of partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models.

Open to discussing flexible/agile working.You Offer
You hold a first degree in a quantitative discipline, Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
You have good knowledge in financial modelling and model validation or demonstrate a good level towards understanding of capital modeling, financial and derivative products and mathematics.
You are able to communicate effectively with business partners and to present complex topics to a diverse range of audiences.
You have analytical, computational and communication skills.
Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable.
Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.
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 an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

. * The original job offer can be found in Kit Job:
https://www.kitjob.in/job/12759090/model-risk-management-validation-117878-skz-249-mumbai/?utm_source=html

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