4.4/5 in supportive management
56% say women are treated fairly and equally to men
Childcare services and eldercare advice available.
Flexible work schedules and job-sharing possibilities.
Discounts on a variety of our products and services, but also on some of our partners' offers.
#882067
Validate Market Risk models (IMA, FRTB) within the Equities cluster and challenge Front Office on model assumptions and limitations to ensure models remain fit for purpose. Assess model risk and lead independent model reviews on complex topics in accordance with business needs and regulatory requirements. Develop alternative benchmark model, design backtesting or other methodologies to test the conceptual soundness of model assumptions.
Your future colleagues
The Model Risk Management (MRM) team at Credit Suisse 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. As a member of MRM Trading Book Validation team, the candidate will gain exposure to modelling in a wide range of areas of Pricing and Market Risk models. The current heightened regulatory focus on these areas guarantees a significant level of interest and transparency to the business and senior management. The department 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.
Yes
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 55,000 people from over 150 different nations. At Credit Suisse, each and every person plays a vital role in our success. The collective experiences, ideas and hard work of our people are what shape our culture and drive the future of our business. Read more about your future colleagues – their backgrounds, roles, contributions and passions.
4.4/5 in supportive management
56% say women are treated fairly and equally to men
Childcare services and eldercare advice available.
Flexible work schedules and job-sharing possibilities.
Discounts on a variety of our products and services, but also on some of our partners' offers.