Model Risk Management – Validation Analyst Model Risk Management – Validation Analyst …

Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Last application, 10 Aug 20
Competitive
Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Last application, 10 Aug 20
Competitive
Credit Suisse
Model Risk Management – Validation Analyst
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 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
Job overview:

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 handle model risk across Credit Suisse. The team is established in London, Zurich, Mumbai, Singapore, New York, Warsaw and now Raleigh.

As an entry level member of the MRM validation team you will get exposure to modeling in a wide variety areas such as economic capital, liquidity risk and CFO models 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.

  • 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 Conduct and Ethics Standards

  • Review, verify and validate a large variety of models for theoretical soundness.


  • Test model craft and identify model weaknesses, ensuring ongoing monitoring as well as chip in the firm-wide model risk and control assessment.


  • Encouraged to demonstrate independence in testing,


  • Encouraged to manage a comprehensive documentations of your work.



Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
  • Master’s degree in a quantitative subject area, e.g. Mathematics, Physics, Engineering, and Finance/Economics. Masters or PhD preferred!
  • Outstanding knowledge in financial modeling and can demonstrate deep understanding of capital modeling, financial and derivative products and mathematics.
  • Able to communicate optimally with business partners and to present complex topics to a diverse range of audiences.
  • Do you possess analytical and computational skills in addition to an outstanding understanding of qualitative methodologies?
  • Outstanding presentation and collaboration skills with the ability to work within a team across globe!
  • 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 complies with applicable federal, state, and local laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities. Subject to applicable law and regulatory requirements, Credit Suisse complies with state and local laws regarding considering for employment qualified individuals with criminal histories.
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