CCAR Challenger Modeller # 104543

We Offer
  • You will build and maintain CCAR models
  • You will develop tools to facilitate testing and performance monitoring of models
  • You will document model methodology and related processes
  • You will collaborate with Quant Strats internal and external teams on development, implementation, and review of projections models

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

You Offer
Key requirements for the role are:
  • You have a deep understanding of time-series analysis techniques, and more general econometric modeling methods
  • You are proficient in implementing statistical models in R, Excel, and VBA
  • You hold a Master's degree in a quantitative discipline (Economics, Mathematics, Statistics, etc.)
  • You are confident with your excellent written and oral communication skills in English
  • You have excellent written skills and an ability to compose well-structured technical model methodology documentation
  • You have extraordinary analytical and verbal communication and presentation skills, ability to engage in concise, effective discussions

The following will be advantageous:
  • Experience with one or more of the following tools: SAS, Stata, SPSS, Eviews, and/or Matlab
  • Experience with Monte Carlo simulation methods
  • Risk analysis experience within the financial industry
  • PhD. in Economics, Applied Statistics, or other highly-empirical disciplines