Job description


  • Entry level
  • No Education
  • Salary to negotiate
  • Zürich


Model Expert for Interest Rate Risk in the Banking Book (IRRBB) Models #131185Switzerland-Switzerland - Region Zurich-Zürich |   Full-time | Corporate Functions | Job ID 131185Risk ManagementEnglishCredit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.We Offer You a challenging model expert role in our IRRBB modelling team where you can contribute to the development and maintenance of quantitative models. The team owns quantitative models in the context of the measurement of interest rate risks in the banking book. In particular, the team is responsible for models describing the expected behaviour of certain client deposit types You have a variety of responsibilities in the design and maintenance of quantitative models including analyses, implementation of algorithms, and documentation and presentation of resultsYou work with the risk management system QRM to conduct and analyse simulationsYou have the possibility to share your expertise and ideas in IRRBB related projects and working groupsYou have the opportunity to become a subject matter expert in IRRBB and behavioural modelling by joining a team of highly qualified expertsYou get engaged in an area of high regulatory and management attentionYou have the chance to gain insights into banking book products such as loans and deposits, constituting core elements of the banking business, and the management of such positionsYou work in close cooperation with colleagues across departments and regionsYou have interesting career development opportunitiesYou Offer A quantitative background and real passion for promoting impactful solutions as well as good team player skills in an international environment, in particular:You hold a university degree in a quantitative field of study such as mathematics, economics, statistics or quantitative financeYou have experience in building or improving quantitative models?You have programming experience for example in R, Matlab, Python or C#You are a dedicated problem solver with a positive personality and can-do attitudeYou are familiar with the basic concepts of interest rates and interest rate risks. Working experience in banking/finance is an assetYou are highly proficient in English, German is a plusYou are a communicative and enthusiastic character who enjoys working in a team*LI-CSJOB*Mr. T. Baumgartner would be delighted to receive your application. Please apply via our career portal.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

About the company

Credit Suisse is a global financial services company providing Private Banking & Wealth Management services, and Investment Banking services and expertise, to companies, institutions and high-net-worth clients. We are active in more than 50 countries and employ over 46,000 people.

It’s our aim to build the bank of the future at Credit Suisse—to work as one integrated bank, servicing our clients across regions and businesses. It also means fulfilling our responsibility to help shape the global economy, and to make a difference in people’s lives.

We offer roles for experienced professionals and entry-level hiring programs in a variety of business areas. You will have the chance to make an impact from day one, and throughout your career with us, you will benefit from cross-business and international mobility opportunities.

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