• Competitive
  • Raleigh, NC, États-Unis
  • CDI, Plein-temps
  • Credit Suisse -
  • 22 juin 18

Quantitative Analyst

We Offer
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision-making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfil our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and inspires leadership at all levels.

We Offer:
  • In support of the global stress testing program, the successful candidate will be part of an analytics team responsible for all stages of model development as it relates to "scenario expansion" models. Scenario expansion models are structural models that define relationships between macroeconomic and market drivers (e.g., Gross Domestic Product, Unemployment Rate, Interest Rates, Credit Spreads, Foreign Exchange Rates, etc.).
  • Model development will be based on discussions with subject matter experts and statistical analysis performed in R-Studio. The successful candidate will participate in the discussions and perform statistical analysis.
  • Model documentation will be written consistent with SR 11-7 supervisory guidelines and Credit Suisse internal standards. The successful candidate will write model documentation.
  • Models will be validated by an independent group (Model Risk Management). The successful candidate will be responsible for interfacing with the independent validation team and remediating issues.
  • Models will be implemented in an internal Credit Suisse system (ProPL) coded in R. The successful candidate will implement the models in the internal system.
  • Ongoing monitoring of model performance will be performed and documented. The successful candidate will perform and document ongoing monitoring.

In addition to model development, the successful candidate will also be responsible for:
  • Assisting in various scenario development and economic analysis.
  • Executing expansion models and reviewing model results when new scenarios are run.
  • Preparing presentations related to scenarios and expansion models.

Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer
  • You have an advanced quantitative skills (PhD or MS).
  • You have an experience with predictive modeling.
  • You have interest in macroeconomics/markets.
  • You have strong communication and writing skills.
  • You are a standout colleague.
  • Your experience with R a plus.

Raleigh, NC, États-Unis Raleigh NC US