Descrizione dell'offerta di lavoro - Pricing Model Validation Quant #150643 (150643)Descrizione dell'offerta di lavoro Pricing Model Validation Quant #150643Regno Unito-London-London | Tempo pieno | Corporate Functions | ID annuncio 150643Quantitative AnalysisEnglishCredit 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 The Model Risk Management
(MRM) team at Credit Suisse has a mandate to validate the Bank's
business-impactful models firm-wide and more generally to identify, measure and
manage model risk across Credit Suisse. The team is established in London,
Zurich, New York, Mumbai, Warsaw, Hong Kong and Singapore. As a member of the
MRM team, you will get 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. Opportunities to present results to business partners as
well as peers are numerous, allowing the candidate to widen and develop their
network and reputation.

The successful candidate will:Act
at a Vice-President (VP) level, validate equities Pricing models to ensure
they remain fit for purpose and recommend improvements where necessary,
including assessing model risk from assumptions and limitations.Chance
to lead independent validation reviews across a wide range of Pricing
models and other business-impactful models used throughout the bank,
meeting business needs and regulatory expectations. Responsibility for
investigating key aspects of each model under review: choice of modelling
approach, the underlying assumptions and associated limitations,
performance and optimal use of the model, etc.Review,
verify and validate risk models for theoretical soundness, testing design
and identification of model weaknesses. Ensure ongoing monitoring, as well
as contribute in the firm-wide model risk and control assessment.Be
expected to demonstrate independence in planning and business partner
engagement, testing design and execution, results interpretation and
presentation, and the production of documentation strong enough to
evidence a sound challenge to both internal and external parties.



You will gain training and
exposure to modelling in areas such as risk models, equity derivatives and equity-hybrids
(EQ-FX, EQ-IR). The current heightened regulatory and governance framework
guarantees a significant level of responsibility and visibility to the
business. The range of projects covered offers the chance for team members to
gain detailed knowledge of products as well as models used in the risk
management of equity derivatives and equity hybrids.

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.You Offer Previous
experience in quantitative risk management within an investment bank
validating or developing derivative pricing models for Equities &
Equity-Hybrids.Detailed
understanding of products traded and risks generated by trading
strategies.Hold
a first degree in a quantitative field, e.g. Mathematics, Physics,
Engineering, and preferably a Masters or PhD. Strong mathematical
background in stochastic calculus, numerical methods and probability
theory is essential.Proficient
programming skills using one of the following Python, C# or F#.Client
focus, results-oriented with the ability to communicate efficiently with
senior business partners and explain complex topics to a broad range of
audiences.Hardworking,
disciplined individual who can prioritize work and deliver high quality
results to strict deadlines.Outstanding
written and verbal communication, interpersonal skills.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.



Credit Suisse is an equal
opportunity employer. Welcoming diversity gives us a competitive advantage in
the global marketplace and drives our success. Credit Suisse is committed to
providing equal employment opportunities, regardless of ethnicity, nationality,
gender, sexual orientation, gender identity, religion, age, civil partnership,
marital or family status, pregnancy, disability or any other status that is
protected as a matter of local law.



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