VRG Technical Specialist
Credit Suisse
Wroclaw, Wroclaw, Pologne
9 d. temu

We Offer

Valuations Risk & Control Group (VRC), a centralized analytical group within Product Control Department, addresses valuation issues across the Bank.

VRC is responsible for conducting independent price-testing of Bank's trading inventories, reviewing recommended valuation models, performing alternative valuation procedures for illiquid inventories as well as large and complex trades.

VRC is also responsible for the Bank's valuation governance policies and valuation reporting. This global team has 150 highly skilled professionals across US, Europe, and Asia.

Responsibilities :

You will be part of a VRG Technical Team which is a small specialized team embedded in VRC and responsible for reviewing Firm’s recommended valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book.

Specifically, we review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models.

We work closely with traders, model builders (quants), risk managers, and product controller to accomplish our tasks.

This is a VP position located in Wroclaw, reporting directly to Global Product Leads of VRG Technical Team who sits in London / Singapore / Raleigh.

Open to discussing flexible / agile working.

Requirements :

  • You hold an advanced degree (Master or PhD) in quantitative fields(Math, Quantitative Finance, Statistics, Engineering).
  • You have 5+ years of relevant professional experience.
  • You are an experienced and energetic person who has proven quantitative background and strong desire to learn complex valuation models and methodologies for fixed-
  • income derivatives and equities derivatives.

  • You possess excellent communication skills.
  • You are highly organised and self-motivated individual, able to learn quickly, be enthusiastic and work independently.
  • Our benefits

  • 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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