(Junior) Counterparty Credit Risk Analyst # 104333

  • Competitive
  • Zurich, Switzerland Zurich Zurich CH
  • Permanent, Full time
  • Credit Suisse AG
  • 14 Mar 18 2018-03-14

(Junior) Counterparty Credit Risk Analyst # 104333

We Offer

  • A challenging role within the Wrong Way Risk team in Zurich (Uetlihof)
  • A part of your responsibility will be to develop and document new methodologies to identify and model Counterparty Credit Risk, help to program strong tactical and strategic tools that monitor and analyze those risks
  • A position in which you will enhance and document the existing Wrong Way Risk framework, challenge model assumptions & limitations; investigate the current framework in regards to functionalities & effectiveness as well as robustness & efficiency
  • Assure regulatory, audit and validation compliance; present and defend the methodology to audit and validation, support CRM with methodologies, analysis and solutions for internal risk management
  • The possibility to support current processes, develop and enhance tools to support analyses for risk decisions, as evidence for methodology decisions and to strengthen BAU processes
  • Close cooperation with key partners (e.g. Credit Risk Managers, Portfolio Management, IT, Regulatory Coordination, Change, Business Analysts/Testers and Reporting), and explain the Counterparty Credit Risk models and risk movements at a suitable level
  • You have opportunities to grow within our organization and to develop knowhow on various topics
  • We are open for flexible / agile working. Does this sound like an interesting task for you?

You Offer

  • A University degree or an equivalent education in quantitative finance, computer science, physics or mathematics
  • If you have prior experiences within risk modelling or analytics in the investment banking environment would be an advantage
  • You have deep understanding of counterparty credit risk models - excellent understanding would be a distinctive advantage
  • You possess strong coding skills (VBA, SQL and R/Python)
  • Preferable, an understanding of financial products and deep knowledge of statistics including mathematical skills
  • The ability to work independently, a dedicated hands-on-approach as well as a high level of reliability and team-orientation
  • Excellent verbal and written communication skills in English, German is a plus
Ms. C.Büchel would be delighted to receive your application.
Please apply via our career portal.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.