Credit Suisse Interest Rate Risk Modelling Analyst # 108206 in Wroclaw, Poland

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 fulfil 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 Interest Rate Risk Modelling Analyst will 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:

  • You will review and analyze position and market input data

  • You will support the monthly QRM configuration release process and

  • You will run ad-hoc analysis and support the UAT process

  • You will collaborate to perform the Net Interest Income model validation exercise with documentation and additional testing

Open to discussing flexible/agile working.

  • You hold a University degree in economics, finance, mathematics or another quantitative area, or comparable level of education

  • You have up to 3 years of relevant experience in risk management, finance or treasury

  • You are proficient in MS Office and VBA, knowledge of QRM is a strong plus

  • You have a deep understanding of 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

  • You can easily communicate in English

  • As self-starter and independent thinker you are willing to cooperate in a highly collaborative environment and to chip in to the team's success

  • You can communicate effectively with business partners

  • You posses strong analytical skills

Our benefit

  • Private medical care

  • Life insurance

  • Pension plan

  • 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 “

Title: Interest Rate Risk Modelling Analyst # 108206

Location: Poland-Wroclaw-Wroclaw

Requisition ID: 108206