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Risk Modeler-Model Validation 180448

Location: Mumbai
Company: Credit Suisse
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Your responsibilities include: • The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models. • Validation of models and qualitative estimation approaches used within the Treasury and Liquidity space. This includes validation of models covering stress testing, IRRBB, Liquidity risk. • Performing testing and producing validation documentation following the model validation guidelines • Timely delivery of model reviews with effective challenge and reporting of identified issues. • Independent model validation through statistical techniques, development of benchmark models and data analysis. • Review of model methodologies to ensure continuing compliance with different regulatory rules. • Coordinating and collaborating with business partners across Treasury, Business specialists and risk management. • Conducting research for establishing methodologies that estimate model risks. • Encouraged to demonstrate independence in planning and 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. Your future colleagues The role is within the Independent Validation & Review (IVR) at Credit Suisse, the Model Risk Management (MRM) team 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 New York, London, Zurich, Mumbai, Warsaw, Hong Kong and Singapore. As part of the Global Treasury and Liquidity validation team within Model Risk Management the candidate will gain exposure to wide variety of models and qualitative approaches used in Treasury and Liquidity space. 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 department 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 cultural values. You'll be a good match, if you have: * Candidate suitable for the role is expected to hold a Master's degree in a quantitative field, e.g. Mathematics, Physics, Engineering or Finance. * Relevant past experience of 4-5 years in Model Validation, Treasury, Liquidity management or ALM space with Quantitative Risk Management experience is preferred. * Proficiency in programming including experience of software applications such as R or Python. * Good knowledge of financial products, financial risk management and statistics. * Client focus and the ability to communicate optimally with senior partners, and can explain complex topics to a diverse range of audiences. * Self-motivation, field, task focus, can structure and present work and a proven record of delivering high quality results under strict deadlines. * Proven experience of statistical models and broader financial modeling. * Result oriented, dedicated, hardworking and can work on own initiative whilst also working collaboratively and deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards * Dedication to fostering an inclusive culture and value diverse perspectives Job: Risk Management* *Title: *Risk Modeler-Model Validation #180448 Location: India-Mumbai-Mumbai Requisition ID: 180448 Other Locations: Poland-Wroclaw-Wroclaw, Poland-Warsaw-Warsaw
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