• Competitive
  • Raleigh, NC, USA
  • Permanent, Full time
  • Credit Suisse -
  • 22 May 19

Model Risk Management Validation Lead # 131479

We Offer
Part of Enterprise Risk Management (ERM) at Credit Suisse, 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, New York and now Raleigh. As a member of the MRM team, you will get the exposure to modelling 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. You will have opportunities to present results to partners as well as peers, allowing you to widen and develop your network and reputation.

The diversity of projects available within this role offers the chance for team members to gain a broad range of risk model experience, but also specialization if preferred.

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

You Offer
Qualifications:
  • You have 3+ years' experience of managing/leading teams, ideally in the context of model validation and/or financial modeling.
  • You should be able to demonstrate strong communication and stakeholder management skills including partnering with senior management across departments and being able to explain complex topics to a diverse audience.
  • You have 5+ years of experience in financial modeling and/or model validation.
  • You have hands-on experience or deep understanding of risk and capital modeling, derivatives pricing and broader financial modeling.
  • You have experience working on a team with a global footprint and deliverables.
  • You have an undergraduate degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, and Finance.
  • You have a Masters or PhD - preferred.

Desirable:
  • Deep knowledge and experience in data management and analysis or in Front Office IT would be an advantage.
  • Deep knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.