You will join the CAV & CVA IT BAU team. The primary role will be to work closely with and support the activities of the CAV & CVA trading desks, including :
This role provides an excellent opportunity to work closely with the front office and quant developers in areas at the forefront of regulatory change and development in investment banking
Open to discussing flexible / agile working.
You will work on the bank's strategic risk system to support the CAV & CVA desks, including :
Credit Suisse's participation in the OTC derivatives market exposes the bank to counterparty credit risk. Credit Suisse manages counterparty credit risk by setting credit limits at counterparty level, by pricing and hedging counterparty risk and by calculating and allocating economic capital.
The CVA IT Team is responsible for implementing the technology services to :
The CVA trading desk function requires them to perform valuation of trades from across the entire bank in order to calculate total exposure to the bank's counterparties.
This creates a rare opportunity to increase knowledge across all asset classes whilst interacting with a FO trading desk that are engaged with IT and willing to spend time ensuring the IT solutions exactly meet their needs.
Many upcoming Basel III regulatory changes are within the CVA domain; Credit Suisse is already on the cusp of these changes ahead the majority in the industry.
This is an opportunity to gain early exposure to upcoming "groundbreaking" regulatory changes that present some exciting technical challenges.
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