The IMM (Internal Model Method) programme is a multiphase, multi-year initiative designed to reduce operational costs for the Investment Banking.
It consists from several front-to-back projects including :
S-EPE that addresses the BASEL III regulation by providing IT solutions for calculation of Expected Positive Exposure.
Backtesting that addresses the regulatory requirement in which Internal Model Methods (IMM) used to measure counterparty credit risk have to be back tested.
Scope of duties :
You will own the requirements validation, data analysis and functional design of project.
You will work with developers, testers and PMs within a Front-Office Risk System, as well as other teams to drive the project through to completion.
You will learn the architecture of a front-office risk system and use that knowledge to validate work requests and requirements and to complete analysis.
You will provide SME support in the area of counterparty credit risk specific to OTC derivatives and Basel 3 capital requirements for credit risk.
You will initiate, own and lead projects, ensuring the requirements and solution design are complete and valid, including the control model and non-
functional requirements like volumes and performance.
You will complete data analysis and define data models and mappings as required.
You will clarify the document project information and solutions and ensure knowledge is disseminated around the team.
You will review, support and when necessary plan and execute testing (QA, integration testing or UAT).
You will build positive relationships with EPE business partners and use those relationships to facilitate projects.
Open to discussing flexible / agile working.
You have at least 2 years of experience in a business analyst / requirement engineer role.
You are experienced in validating requirements and data modelling . mapping.
You have experience in work on front to back projects.
You are familiar with testing data flows and mappings both internal to a system and between systems.
You have good SQL and understanding of database concepts.
You have deep understanding of counterparty credit risk management in the derivatives business.
Investment banking experience is a plus.
You have / are :
Logical thought process.
Strong analytical skills.
Confident and effective written and oral communication.
Good documentation skills.
Ability to lead projects is a plus.
Ability to multi-task.
Ability to learn quickly.
Great teammate with strong collaboration and relationship building skills.
Private medical care
Training and development
Language training course
Family nursery and kindergarten funding, gift vouchers for Christmas
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.)
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