Credit Suisse Hiring for Quantitative Analyst #218736 at Mumbai, India Full Time

As a part of role, your responsibility includes: • Economic risk capital or stress testing methodology expertise in areas of market risk, credit risk, and other risk types • Focus on statistical data analysis, covering economic risk capital and stress scenario modelling, including for example aggregation and allocation • Support the development of process and control improvements • Develop innovative solutions, improve, and maintain existing models. Review assumptions and implementation of models and assess model suitability for in-scope products. Ensure that modelling approaches meet both internal business needs and regulatory requirements • Work closely with other members of Enterprise Risk Management, Quantitative Analysis and Technology, and Model Risk Management to support model building, review and analysis of complex result sets reflecting the bank’s performance • Support the implementation of strategic economic risk capital initiatives, including risk management (limit cascades) and performance analysis (return on economic risk capital) Your future colleagues Enterprise Risk Management (ERM) provides group-wide risk analysis, reporting and control, covering Credit Suisse’s global risk profile, and develops and oversees firm-wide frameworks and strategy. ERM functions include risk appetite, risk identification, scenario design, stress testing and capital adequacy (e.g., ICAAP), methodologies, and reporting. 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. We are looking for candidates with the following qualifications: * Outstanding financial modelling skills with a strong quantitative background, such as a degree in Mathematics, Physics, Quantitative Finance, Statistics, Engineering, or Econometrics * Proven 3-5 years of experience in a methodology/risk modelling/analytics function covering either market or credit risk, preferably in stress testing or economic risk capital * Previous experience in carrying out methodology development projects is an advantage * Familiarity with statistical techniques, e.g., regression analysis, hypothesis testing, time-series modelling * Hands-on experience in programming languages such as R or Python * Familiarity with bank stress testing including loss and risk estimation techniques is preferred * Ability to balance multiple priorities and drive upwards communication to manager and stakeholders on complex issues * Ability to work under tight deadlines and fast paced environments as well as thrive under pressure * Dedication to fostering an inclusive culture and value diverse perspectives. Job: Risk Management* *Title: *Quantitative Analyst #218736 Location: India-Mumbai-Mumbai Requisition ID: 218736