Rates Trading Model Validation
Credit Suisse
Warsaw, Warsaw, Polonia
4 d. temu

We Offer

The Trading Model Validation team within MRM is responsible for validation and approval of Pricing and Market Risk VaR / RNiV models.

You are a dedicated problem solver and you are happy to take initiative to improve.

We offer an exciting, challenging and broad role on position junior model validation quant working in Fixed Income and Securitised Products model validation.

We Offer

  • Reviewing and testing of models for Fixed Income and Securitised Products.
  • Clear documentation of all testing, with follow-ups for identified modelling issues.
  • Engagement on modelling issues with model owners, risk managers, product control, and traders.
  • Development of independent models, from mathematical concepts to implementing using common library.
  • The successful candidate is expected to have strong maths and analytical skills.
  • Some knowledge in the area of financial derivatives would be a plus.
  • In this position you will gain knowledge and understanding of international financial regulations, as well as of financial products and services offered by the bank.
  • We offer international exposure, a collaborative environment and direct contact with senior management.

    Open to discussing flexible / agile working.

    We are looking for an enthusiastic and motivated individual with the following qualifications :

  • Degree qualified, preferably (PhD or MSc) in maths / physics / engineering / quantitative finance etc.
  • You have high level of technical quantitative skills.
  • You have programming experience will be valuable, preferably C# / F# or C++.
  • Empirical and critical mind-set, and an ability to look at problems in an original way.
  • You are highly dedicated person with excellent analytical and drafting skills (the ability to clearly formulate thoughts and argumentation).
  • You demonstrate knowledge of financial derivatives.
  • You have excellent language skills (verbal and written) : fluent English.
  • You are able to work independently and collaborate with team members.
  • You are a dedicated problem-solver with a positive, empathetic, open-minded personality and can-do attitude.
  • Your experience in working in an international multi-cultural environment enable you to contribute to the team’s success.
  • 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)
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