Lead Modeller Spain

hace 3 semanas


Madrid, España Buscojobs ES C2 A tiempo completo

Your field of responsibility The Quantitative Strategies Group at Credit Suisse is a modeling, analytics and trading risk group, whose mandate is to work as an integrated part of the Quantitative Analysis and Technology (QAT) team. The QAT team reports to the Chief Risk and Compliance Officer. Market risk modelers within the Quantitative Strategies Group are responsible for:Developing and implementing models to quantify market risk. Working with market risk managers and trading to ensure best-in-class model development. Developing analysis tools for risk management and performing analysis of the risk drivers in the firm's portfolio. Producing high quality model documentation. The market risk models developed by the team are utilized for both internal risk management and calculating regulatory capital for market risk. The models are used globally across all legal entities and regulators. Key responsibilities of the role:The role is for a senior market risk modeler in the VaR methodology team, and the principle responsibilities include:+10 years of experience in methodology in one of the area (market, credit, etc.).Deep understanding of derivative products #J-18808-Ljbffr


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