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Senior Quantitative Risk Modeler Full-time Job

1 week ago Information Technology Mumbai   12 views
Job Details

Job Id: IRRBB#159391

We Offer

By being part of our team in the IRRBB modelling, you will be working on quantitative models in the context of the measurement of interest rate risks in the banking book. This includes modelling of the expected volume and margin evolution for relevant products such as client loans and deposits with a focus on the modelling of instruments with behavioural optionalities.


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 Conduct and Ethics Standards.

  • Responsibility for the design and maintenance of quantitative model components including analyses, implementation of algorithms, documentation and presentation of results.
  • The opportunity to join the team of highly qualified specialists, share quantitative know-how and be a subject matter-expert in IRRBB and behavioural modelling.
  • Getting engaged in an area of high regulatory and management attention.
  • The possibility to participate in projects and working groups.
  • Interaction with various partners including representatives of business and treasury functions and various risk teams.
  • Gaining insights into the management of banking book products such as loans and deposits, constituting core elements of the banking business.
  • Close collaboration with colleagues across departments and regions.
  • Exciting career development opportunities.

You Offer

  • Understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
  • Outstanding quantitative background and real passion for promoting impactful solutions as well as good team-player skills in an international environment.
  • University degree in a quantitative field of study such as mathematics, economics, statistics or related.
  • Ability to build or improve quantitative models.
  • Programming experience for example in R, Matlab, Python or C# (Experience with SQL is a plus).
  • Proficient in financial instruments, financial markets and risk management concepts. It’s a plus if you have knowledge in Asset/Liability management and modelling and risk management of loan and deposit portfolios.
  • Proficient in Microsoft Office application knowledge.
  • Outstanding communication skills
  • Ability to work independently, efficiently and accurately.
  • Result oriented, dedicated, hardworking and can work on own initiative whilst also working under pressure to deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.


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Company Description
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.