Model Risk Management - Validation Senior Specialist
Credit Suisse
Warsaw, Warsaw, Polonia
1 d. temu

We Offer

The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions making that supports the bank’s business.

Our responsibilities range from enterprise risk management to risk and finance reporting and regional risk teams covering the risk management for our entities.

The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.

We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

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 manage model risk across Credit Suisse.

The team is established in London, Zurich, Mumbai, Singapore, New York, and Warsaw.

As a senior member of the MRM validation team You will get exposure to modeling 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 visibility to the business and senior management.

Role Description

  • You will lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank.
  • You will review, verify and validate risk models for theoretical soundness.
  • You will test design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-
  • wide model risk and control assessment.

  • You will be expected to demonstrate independence in planning and partner engagement, testing design and execution, results interpretation and presentation, and the production of documentation solid enough to evidence a sound challenge to both internal and external parties.
  • This role will involve working with an incredibly 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 Offer

  • You hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
  • You are experienced in financial modelling and model validation or demonstrate a deep understanding of capital modeling, financial and derivative products and mathematics.
  • You are able to communicate effectively with senior partners and to present complex topics to a diverse range of audiences.
  • You have analytical, computational and communication skills.
  • You have experience in leading teams, ideally in the context of model validation and / or financial modeling.
  • Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable.
  • Experience in data management and analysis or in Front Office IT would be an advantage.
  • Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.
  • 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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