Your browser does not support javascript! Please enable it, otherwise web will not work for you.

Risk Modeler #182090 @ Credit Suisse

Home > Crisis

 Risk Modeler #182090

Job Description


Quantitative Analysis and Technology (&ldquoQAT&rdquo) is a team located globally, responsible for modelling complex financial instruments within Credit Suisse. These models are used daily by traders for pricing potential transactions, risk teams to evaluate existing positions and IT systems to manage and fulfil various back-office responsibilities.
Join us as a risk modeler in the QAT Counterparty Portfolio modeling team in Mumbai. This role offers an opportunity to work on quantitative counterparty credit risk models, which are not just critical for internal risk measurement and monitoring but also have a significant impact on counterparty credit risk capital for Credit Suisse. Team members will have an outstanding opportunity to acquire both financial and technical skills through a combination of on-the-job learning, business focused projects, and in-house training.
Your future colleagues
QAT team in India works closely with the global Quant teams to provide analysis and support as well as assisting in the development of models.
The department values Diversity and Inclusion (D&I) and is committed to realizing the firm D&I ambition which is an integral part of our global cultural values.

Employement Category:

Employement Type: Full time
Industry: Banking
Functional Area: Banking
Role Category: Crisis
Role/Responsibilies: Risk Modeler #182090

Contact Details:

Company: Credit Suisse
Location(s): Mumbai

+ View Contactajax loader


 Job seems aged, it may have been expired!
 Fraud Alert to job seekers!

₹ Not Specified

Credit Suisse

Credit Suisse Services India Private Limited Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, our operation has a global reach and extends to about 50 countries worldwide across mature and emerging markets with mo...