PC VRG Credit Product and Derivative Structures # 102161
Valuations Risk & Control Group (VRC), a centralized analytical group within Product Control, addresses valuation issues across the Firm. VRC is responsible for price-testing Firm's trading inventories, reviewing associated valuation models, performing alternative valuation procedures for illiquid inventories. VRC is also responsible for the Firm's valuation governance policies and valuation reporting. This global team has 160 highly skilled professionals across US, Europe, and Asia.
The technical team within VRC is responsible for reviewing valuation models as well as methodologies designed to resolve fair value of asset and liabilities on Firm's book.
- Specifically, we review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models.
- We work closely with traders, modelers, risk managers, and product controller to accomplish our tasks.
- This is a VP position located in Raleigh, North Carolina, reports directly to VRG regional head in Raleigh.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- We are looking for an experienced and upbeat person who has solid quantitative background and has a strong dream to learn complex valuation models and methodologies for fixed-income derivatives (in particular, credit derivatives) and equities derivatives.
- Strong communication skill is required.
- You hold an advanced degree (Master or PhD) in related field is required (math, quantitative finance, statistics, engineering).