, New York

This is an exciting opportunity for applicants who will be accountable for counterparty credit risk (CCR) model use and performance within the framework set by bank policies and procedures. * Responsible for ensuring that models are accurately developed, implemented, and used. * Ensure that models in use have undergone appropriate validation and approval processes, promptly identify new or changed models, and provide all necessary information for validation activities. * Review and Address the limitations and findings identified during ongoing model performance monitoring, periodic reviews, and validations * Ensuring that significant model risk issues and validation findings are remediated promptly or to agreed timelines and that compensating controls are established where required *Your future colleagues* Credit Suisse’s Credit Risk IB Team (also referred to as Credit Risk Management or “CRM”) partners with key business partners throughout the Bank to meet business demands and an evolving regulatory environment. The team establishes internal credit ratings and counterparty limits for the portfolio. CRM’s mandate is generally two-fold (1) Loan Underwriting / Transaction Approval: Initial review and approval of loan and traded product exposure (2) Portfolio Management: Ongoing monitoring (quarterly / annually) of loan and traded product exposure on CS’s books. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values We are looking for applicants who possess a qualification in a quantitative subject in Mathematics, Engineering, Physics or Computational Finance or equivalent experience along with proven experience of 5-7 years of working in a Quantitative Risk role preferred, experience in developing/implementing ratings and LGD models for Corporates / FI / Hedge Funds * Excellent knowledge of derivative products and counterparty credit risk methodologies (PD, LGD) * Equivalent experience of implementing statistical models and/or broader financial modeling. Proven experience on programming experience covering C , Python or R. * Excellent written and verbal communication skills. * Focused, result oriented with good interpersonal and organizational skills * Dedication to fostering an inclusive culture and value varied perspectives. **Job:** **Risk Management* **Title:** *Counterparty Credit Risk Model Management VP #185392* **Location:** *NY-New York* **Requisition ID:** *185392*

, New York

Credit Suisse (USA) is one of the top US investment banks, offering advisory services on mergers and acquisitions, raising capital, securities underwriting and trading, research and analytics, and risk management products. Clients include corporations, governments, institutional investors such as hedge funds, and private individuals. The company provides asset management services through Credit Suisse Private Equity; while Credit Suisse Private Banking USA offers wealth services to the rich throughout the country. Credit Suisse (USA) is a wholly owned subsidiary of Swiss banking powerhouse Credit Suisse Group and part of Credit Suisse Americas, which includes North and South America and the Caribbean.

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