Experienced Risk Modeler

  • Company:
    Credit Suisse Securities ( India ) Pvt Ltd
  • Location:
  • Salary:
    negotiable / month
  • Job type:
  • Posted:
    2 weeks ago
  • Category:
    Financial Services/Stockbroking | Banking

Skill: financial products , reporting , excel , treasury , finance; Exp: 3-6 years; Experienced Risk Modeler # 117454 India-Mumbai-Mumbai | Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clientsand to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let’s shape the future of Credit Suisse together. We Offer Global Liquidity Risk modelling team is engaged in modelling liquidity risk for the firm ensuring that liquidity risk models and methodology comply with internal and regulatory requirements. Responsibilities include developing liquidity risk models that includes design, calibration, documentation, testing, prototyping if necessary, assessing the impact and maintaining models on an ongoing basis. The team engages with the relevant stakeholders (including regulators) where required and any others affected by the liquidity risk models as appropriate, on a timely basis and in particular ensuring internal and external approvals are obtained where required for any new models and changes of existing models. Operating from multiple locations Zurich/Warsaw/Mumbai, the Global Liquidity Risk Modelling team is part of EORM department. The team is expanding its presence in Mumbai as part of a wider redeployment of Liquidity Risk Modelling positions from different regions. This offers the opportunity of directly interacting with the Treasury Function and working alongside colleagues involved in liquidity risk management, reporting and modelling. You will have an opportunity to improve liquidity risk know-how and to become a subject matter expert in an area with growing importance. You will be a part of the global Liquidity Risk Modelling Team with significant growth opportunities in Mumbai. You will have a challenging and multifaceted role within the Liquidity Risk Department. You will have an opportunity to further improve the banks liquidity risk modeling capabilities. You will have widespread interaction with partners across Front Office, Risk, and Finance. Get to know regulatory approach from different regulators including FINMA, FED and PRA You will form part of a dynamic and international team across locations. You Offer You have Masters degree in Mathematics, Statistics, Physics, Finance or Economics. You have 3 years of work experience in banking or consulting (a risk management/modelling background or liquidity experience would be a plus). You have an understanding of financial products You are communicating effectively and confident with key business partners. You have solid MS Office skills (in particular Excel including VBA, R/Python ( additional programming languages would be a plus) You have ability to learn quickly and are never worried asking questions. You have fluency in English. You are able to communicate effectively and confidently

Cost Accounting/ ICWA

Degree: ME/ M.Tech./ MS (Engg/ Sciences)

Experience: 3-6

Function: Accounting / Tax / Company Secretary / Audit