Projections Modeller - Quantitative Strategies (AVP) (#116556)

Posted on Dec 10, 2018 by Credit Suisse -

New York, NY 10001
Banking
3 Dec 2018
Annual Salary
Full-Time
We Offer
This modeler role within the Quantitative Strategies Projections Modeling team is focused on producing projection methodologies used both for business planning and for stress testing across the world (CCAR, LPA, internal stress tests). In addition, this team provides expertise on econometrics and statistics to other parts of the firm. As a result, this team offers a rare environment in which to learn applied methods geared towards decision-making and business planning.

The primary responsibilities of this role include developing models, and presenting results to senior management. This includes:

  • Carrying out research on our business and markets to obtain useful quantitative methods for performance projection
  • Formulating, estimating and testing models, either as the lead developer or working with other modelers within the firm
  • You will socialize and review models and output with model owners and senior management
  • You will work with our businesses, treasury, finance and risk functions to define the scope and identify model requirements
  • Developing technical model methodology documentation
  • Interacting with Model Risk Management during model validation
  • Implementing models in our internal systems
  • Participate in model output review and challenge sessions
  • Assist in ongoing model performance monitoring and review


Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook

You Offer

  • You possess strong quantitative and technical modelling skills, with experience in stress testing or risk modeling. This experience can be traded off with graduate training in economics, finance, statistics, applied mathematics / physics, or similar fields.
  • You have acquired practical experience and deep understanding of time series econometrics
  • You have the ability to code in R, Python, or Matlab / Octave. Additional experience with statistical software would be beneficial
  • Excellent written skills, with a clear ability to compose well-structured technical model documentation
  • You have mastered excellent verbal communication and presentation skills, with an ability to engage in concise, effective discussions
  • You are comfortable doing some tactical software development to work with existing technology/modeling in infrastructure.


Projections Modeller - Quantitative Strategies (AVP) (#116556)

Reference: 598336930

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