Senior Model Validator / Data Scientist

Senior Model Validator / Data Scientist #187260Numer ref.: 187260

This highly interesting and challenging role within the Model Risk Management (MRM) team is focused on the validation of quantitative models. You will be performing and managing independent validation reviews of models across all banking division, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance, and optimal use of the model. You will have the possibility to apply methodologies from the fields of quantitative finance, statistics, natural language processing and machine learning and acquire insights into key business areas and innovations. There will be continuous interaction and collaboration with internal partners from a wide range of business areas. Responsibility for the creating of technical reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.

Your future colleagues

The Model Risk Management function is a highly visible, dynamic area where you can be an integral part of the decision-making that supports the bank’s business. We drive strategic and sustainable returns, and offer risk, controls and regulatory advice. You will join a team that is well known for its dynamic and engaged culture. We believe our colleagues are our best asset. Become part of a highly motivated analytics team at Credit Suisse. Join an international, demanding environment and work with us on the latest innovations to pioneer in building the state of the art technologies in fields such as anti-money laundering and fraud detection. Become part of an open-minded team with a strong team spirit in a collaborative, dynamic, and flexible working environment. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values.