(Junior) Projections Modeler
Credit Suisse
Warsaw, Warsaw, Poland
‎19 godz. temu

We Offer

Banking regulators, globally, require systemically important financial institutions, to demonstrate they can endure adverse economic environments through a process called Stress Testing’.

The most salient of these tests, carried out by the Federal Reserve in the United States, is the Comprehensive Capital Analysis and Review (CCAR).

From April 2017, Credit Suisse is required to make CCAR submissions, and recently has been also obligated to participate in stress tests run by FINMA a Swiss regulator.

For these reasons, we have a continued focus on building and improving our risk and capital management capabilities.This role forms part of our Projections Modelling team that is currently growing to work on mathematical and econometric models used for projecting how our businesses would perform under baseline and certain hypothetical stress conditions, over a multi-year horizon, to meet stress-testing requirements imposed on global financial institutions by different regulators.

Projections Modelling team expands the capabilities of our well-established Quantitative Strategies (Quant Strats) group in Poland.

Your main responsibilities will involve :

  • You will build and maintain projection models based on time series data
  • You will develop tools to facilitate testing and performance monitoring of projection models
  • You will document model methodology and related processes
  • You will collaborate with Quant Strats internal and external teams on development, implementation, and review of projection models
  • 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 Conduct and Ethics Standards.

    You Offer

    Key requirements for the role are :

  • You have a good understanding of time-series analysis and linear regression techniques
  • You are able to use R language to conduct basic data analysis, and to estimate and test econometric models.
  • You hold a Bachelor’s degree in a quantitative discipline (Economics, Econometrics, Mathematics, Statistics, etc.)
  • You have good written skills and an ability to compose well-structured technical model methodology documentation
  • You have analytical and verbal communication and presentation skills, ability to engage in concise, effective discussions
  • You are an excellent teammate
  • You understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.
  • This should be further elaborated on in your application.

    The following will be advantageous :

  • You have experience with one or more of the following tools : Excel, VBA, SAS, Stata, SPSS, Reviews, and / or Matlab
  • Experience with Monte Carlo simulation methods
  • You have risk analysis experience
  • Our benefits

  • Private medical care
  • Life insurance
  • Pension plan
  • Charity days
  • Training and development
  • Internal Mobility
  • Credit Suisse provides the possibility of preferential tax deductible costs in the event that the employee delivers works that comply with the respective copyright and tax regulations as well as internal company rules.
  • 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)
  • Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

    Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.

    Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

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