Part of Enterprise & Operational Risk Management (EORM) at Credit Suisse, the Model Risk Management (MRM) team has a mandate to validate the Bank's business-
impactful models firm-wide and more generally to identify, measure and lead model risk across Credit Suisse. As a Model Risk Manager, you will get exposure to modelling in a wide variety of risk areas such as credit risk, market risk, operational risk etc.
The current heightened regulatory focus on these areas and the team’s broader model risk scope also guarantees a significant level of interest and openness to the business and senior management.
You will be identifying and leading model risk.
You will be leading independent reviews of models, meeting business needs and regulatory expectations.
You are going to support the Program rollout and the Business As Usual (BAU) process of establishing strong model governance.
Ensuring model users adherence to internal Model Risk Policy and regulatory guidance.
Provide effective challenge to model assumptions, mathematical formulation, and implementation.
Maintaining and effectively using databases for model risk reporting.
Establishing new processes for model annual reviews using model inventory infrastructure.
Developing periodic communications to increase openness and disseminate standard methodologies.
Ensuring that model risk is led in compliance with policies.
Implementing the strategic, cross-functional initiatives.
The truly global scope of Model Risk means that this role will involve working with a deeply broad group of partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models.
Open to discussing flexible / agile working.
You posses at least 4-6 years of practical experience in the financial services industry. Business risk (Market / Credit / Operational / Enterprise) and / or project / program / change management experience desirable.
You posses a bachelor’s degree in a relevant discipline; post graduate qualifications (Masters in Finance, MBA, etc.).
Proficiency in Excel is required for data analysis and report generation, as develop compelling PowerPoint presentations.
Client focus and the ability to communicate effectively with senior partners, including the ability to explain complex topics to a diverse range of audiences.
Passionate about financial modelling, business process and banking regulations.
You have skills Strong drive, motivation, customer focus (e.g. key partners), proactivity and willingness to take ownership focusing and contributing to achieve high quality of outputs and service.
You should be self-motivated, well-adapted, task focused, able to structure your work and have a proven track record of delivering high quality results to strict deadlines.
You have attention to detail coupled with a good top-down perspective.
You possess experience of risk and capital modeling, derivatives pricing and / or broader financial modeling.
You posses experience in data management and analysis or in Front Office IT would be an advantage.
Additional certifications such as CFA, FRM, PRMIA, would be a high asset.
Private medical care
Training and development
Language training course
Family nursery and kindergarten funding, gift vouchers for Christmas
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.)
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