Treasury Risk Analyst - IRRBB Modelling and Configuration
Credit Suisse
Wroclaw, Wroclaw, Polonia
6 d. temu

We Offer

Support and strengthen the QRM Team in implementation of the Quantitative Risk Management (QRM) software for the Interest Rate in Banking Books (IRRBB) risk management purposes.

Main responsibilities will be : review and analyze position and market input data, support the monthly QRM configuration release process, run ad-

hoc analysis and support the UAT process, collaborate to perform the Net Interest Income model validation exercise with documentation and additional testing.

Work in close contact with other Credit Suisse departments involved in the IRRBB implementation project (e.g. Risk, Treasury, IT).

What you get?

You will contribute to a project with major regulatory and senior management focus, and have an opportunity to extend knowledge on risk management and project work.

You will have the unique opportunity to work on a worldwide program in one of the most hottest topics within the Risk function globally and have a real impact on the business.

You will get to work in a growing team.

We offer

  • Private medical car
  • Charity days
  • Training and development
  • Open to discussing flexible / agile working.


  • You possess a university degree in economics, finance, mathematics or another quantitative area, or comparable level of education.
  • Previous experience.
  • Up to 3 years of relevant experience in risk management, finance or Treasury.
  • Key skills

  • You understand risk management concepts such as VaR, sensitivities, stress testing and scenario analysis, behavioral modelling.
  • You understand Balance Sheet structure, Cash Flow and Net Present Value (NPV) calculation and validation.
  • As self-starter and independent thinker you are willing to cooperate in a highly collaborative environment and to contribute to the team's success
  • You are proficient in MS Office and VBA / SQL, knowledge of QRM is a strong plus.
  • Fluency in English.
  • 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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