Risk Modeler

  • Warszawa, mazowieckie pokaż mapę
  • Specjalista
  • 2017-10-06
  • Ważna jeszcze 17 dni (do 2017-11-05)

Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients—and to help our employees grow.

With a presence in Poland since 2007, Credit Suisse is committed to growing the businesses here. The Poland offices are of central importance to Credit Suisse’s approach to leveraging global talent base.

We offer the chance to work for a renowned, international organization in a collaborative agile environment. We will invest in your development with ongoing opportunities for training, networking and international mobility. Join us and let's shape the future of Credit Suisse together.
Risk Modeler # 096115
Workplace: Warszawa
096115

Description

The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions 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 fulfill 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 encourages leadership at all levels.

 

Overview of business area or project:

 

The Exposure Analytics team is responsible for the development and maintenance of the Monte-Carlo Simulation models used to compute Counterparty Credit Risk Capital and internal risk measures. As such it plays a key role within the Bank. The simulation models are built within a C++ library and any development requires knowledge of the best practices coding in this language as well as a good understanding of simulation and derivative pricing models.

 

Key Responsibilities:

  • You will implementing and optimizing performance of models for derivatives pricing, evolution of stochastic risk factors across asset classes (IR, FX, Equity and Credit primarily) within the Credit Suisse integrated infrastructure
  • You have to improve the software development framework to extend automation and reporting of the code library of regression Tests, distribution packages, performance profiling
  • You will support for advanced users of the library
  • You will be collaborate with internal stakeholders such as Front Office, Risk, Trade Analysis and IT

Open to discussing flexible/agile working.

Qualifications

Essentials Skills and Qualifications:

  • You have strong programming experience, particularly in C++ or other programming experience also desirable (e.g. F#, Python, VBA, C#)
  • You have M.Sc. or Ph.D. in Computer science, mathematics or engineering (finance background is not mandatory)
  • You have fluency in English as well as good communication skills to explain developments to junior team members or non-technical staff
  • You have experience working with a Quantitative team would be advantageous

We offer

  • Private medical care
  • Life insurance
  • Pension plan
  • Charity days
  • Training and development
  • Internal Mobility

Other optional

  • Language training course
  • Mentoring
  • Family – nursery and kindergarten funding, gift vouchers for Christmas
  • Parking allowance
  • Health promotion: Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.) 
  • Employee discounts on various products and services (event tickets, consumer products, etc.)
  • Relocation package
  • Employee Referral Program
  • Flexible work schedule and working from home (home office)

If you apply for this role this means you agree with the following statement:

 

“Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorize Company to process my personal data for future recruitment processes.

 

Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

 

Credit Suisse and affiliates registration details.-

 

Credit Suisse (Poland) sp. z.o.o                                               Registered office - 1 Icchoka Lejba Pereca street, 00 - 849 Warsaw
Credit Suisse Group AG                                                           Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates
Taleo (UK) Limited                                                                  Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,
Cut-e AG Kleiner Burstah 12                                                   Registered office - 20457 Hamburg, Germany and
Milch & Zucker The Marketing & Software Company AG     Registered office -  Küchlerstraße 1, 61231 Bad Nauheim”

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