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Quantitative Credit Risk Analyst #106079Schweiz-Region Zürich-Zürich | Vollzeit | Corporate Functions |
- A challenging role as Quantitative Credit Risk Analyst in a dynamic and team-oriented working environment
- The possibility to develop, implement and run stress models that will help Credit Suisse assess credit risk, in
- Models to measure credit risk on an obligor and portfolio level under stress
- Analysis of historical data to estimate model parameters
- Regular analysis and control of model inputs, results and sensitivities
- Responsibility for strategic initiatives of the department as well as various projects
- The chance to get involved in IT projects to drive implementation of Stress models in a state-of-the-art IT
- The possibility to perform ad-hoc analyses
- We are open to discussing flexible / agile working
- A graduate degree (preferably a master degree or PhD in mathematical finance, finance, statistics or econometrics)
- 1-3 years of practical experience within the financial industry. Understanding of credit processes, provisions,
accounting, risk management and regulatory practices is beneficial.
- Good programming skills in e.g. R, SQL, SAS as well as knowledge of panel data methods, time series and forecasting
techniques. Experience with large data sets and data processing is a plus.
- Strong numerical skills, knowledge of financial products, derivatives. Understanding of stress concept
- Willingness and ability to quickly learn new concepts and apply them in daily risk management practice are essential
- Fluent English skills
Mr. J. Lindemann would be delighted to receive your application.
Please apply via our career-portal.