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 clients—and 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.
Treasury Risk Modelling Specialist (80-100%) #189987
Join our Global Treasury & Liquidity Risk team, which provides risk management services for market and liquidity risks mainly related to asset and liability mismatch exposures. In this role,
we offer you the opportunity to deepen your risk knowledge and to become an expert in an area under strong regulatory scrutiny in a very interesting market environment. You will be responsible for development and enhancement of model methodology for Interest Rate Risk in the Banking Book (IRRBB) models, supporting model lifecycle management, performing model monitoring for key model assumptions and limitations, maintenance of the model documentation. In this critical role, you will be closely collaborating with key stakeholders from Business including Global and divisional CRO, Treasury, Stress Testing teams, QRM configuration team, as well as the Model Risk Management to support regular model reviews. You ensure models are sound and fit for purpose, and have gone through robust governance before they go live.
Your future colleagues
Become an integral part of a dynamic and international team of highly skilled specialists. The team values a task oriented, independent and flexible working style. We are dedicated to supporting one another and our business partners. We are looking 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.