Model Risk Auditor
Credit Suisse
Warsaw, Warsaw, Poland
10 d. temu

We Offer

The main responsibilities of the position cover :

  • Review and assess the model development and independent model validation performed by CS based on review and testing of the development and validation processes and documentation.
  • Investigating key aspects of each model under review, incl. model documentation, model selection, input data, theoretical construction, implementation (independent calculation) and model governance (inventory related models, issues, escalation, agreed actions, approvals / limitations and / or conditions of use) with reference to internal policies and regulatory requirements (e.g. FED SR11 / 7).
  • Participation in working groups addressing modeling issues and the model control environment.
  • Reviewing findings with colleagues in different audit groups including business and subject matter experts.
  • Verifying effective controls and procedures to mitigate for model risk and residual uncertainty.
  • Documenting the testing performed.
  • Open to discussing flexible / agile working.

    You Offer

    Your success will depend on following competencies :

  • You have a university degree in econometrics, quantitative finance or equivalent.
  • You are experienced in model risk assurance activities (internal / external audit, independent validation or regulatory environment) and have understanding of risk and / or pricing modeling in the financial industry.
  • You are able to manage team assignments.
  • You present strong communication and writing skills (fluency in English is a prerequisite).
  • You are a dedicated problem solver and you are happy to take initiative to improve.
  • Our benefit

  • Private medical care
  • 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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