• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Credit Suisse -
  • 23 Apr 18

Counterparty Credit Risk Modeling Lead - VP #105777

We Offer
Credit Analytics team within the Credit Risk Management group is seeking an individual to lead the US counterparty credit risk modeling team.

Our team employs individuals with leadership skills, analytical backgrounds, strong communication skills, and good business knowledge to deliver on the following key areas:

  • Build Credit/counterparty credit risk models that meet the regulatory stress test requirements (for example, CPDL, CVA for CCAR)
  • Communicate with FO and CRM on model outputs
  • Have experience in model risk management and governance
  • Work with IT on model implementations
  • Handle regulatory interaction and compliance
  • Be able to work under tight deadlines
  • Be able to lead a team, and work with colleagues in different locations

Additional responsibilities include:
  • Demonstrate in-depth technical capabilities and professional knowledge
  • Possess good business acumen
  • Can monitor progress, manage risk, and ensure key partners are kept informed about progress and expected outcomes

You Offer
  • A track record of working in a quantitative team in a financial institution or a related industry
  • Have a Master's or PhD degree in Economics, Finance, Computational Finance, Mathematics, Engineering, Statistics, or Physics preferably
  • Minimum of 5 years' experience managing projects or leading a team preferably in credit risk
  • You are well versed in statistical and numerical techniques and the principles of the theory of probability and statistics
  • Comfortable working with large data sets
  • You are proficient in C++/R/Matlab/SAS/Visual Basic/Excel routines and analytical programming requirements
  • You are proficient in derivative products and financing trades, including pricing, risking, and regulatory treatment
  • Have knowledge of capital markets products, methodologies, and financial analytics
  • You desire to develop and integrate quantitative skills within a required scope of designing and implementing business services
  • You are a good communicator and writer
New York, NY, USA New York NY US