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Junior Risk Modeler- Treasury & Liquidity Validation #188565
The Model Risk Management (MRM) team has a mandate to validate the bank’s business-impactful models firmwide and more generally to identify measures and manage model risk across Credit Suisse. As a Junior Risk Modeler you will be responsible for the validation for the models and quantitative estimation approaches used in the Treasury and Liquidity space. This includes validation of models covering stress testing, IRRBB and liquidity risk. You will perform testing and producing validation documentation following the model validation guidelines and deliver timely model reviews with effective challenge and reporting of identified issues. Independent model validation is conducted through statistical techniques, development of benchmark models and data analysis and the review of model methodologies is required to ensure continuing compliance with different regulatory rules. You will be coordinating and collaborating with business partners across treasury, with business experts and risk management and conduct research for establishing methodologies that estimate model risks. You are 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 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 Treasury & Liquidity MRM team, the candidate will get exposure to modelling in areas like Treasury and Liquidity 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 stakeholders as well as peers are numerous, allowing the candidate to widen and develop their network and reputation. Our team is dedicated, hardworking and used to work independently as well as collaboratively. We work with a high level of integrity, attention to detail and look for a colleague who shares our passion and high standards. We are 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 cultural values.