Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clients—and to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let’s shape the future of Credit Suisse together.

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 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 Quantitative Risk and Capital Strategies within the Market and Liquidity Risk Management (MLRM) Department has multiple opportunities for junior to experienced quantitative analytics/quantitative development professionals to assist in the model development and implementation of a new risk based engine to be used for risk calculation under upcoming Fundamental Review of Trading Book (FRTB) regulations. This is an unusual opportunity to work within a dynamic and intellectually challenging environment for the delivery of a project sitting at the forefront of finance and risk regulations. The team comprises of a large number of quantitative analyst and quant developers in multiple geographical locations and is in the process of building up similar expertize in Warsaw. Candidates with an interest or expertize in both (financial) data analysis/modelling and software development are particularly encouraged to apply but candidates with a strong background in either one of the two areas will be considered as well.

Duties and responsibilities will include:

• Develop models and/or implement a risk calculations framework including calculation modules, and data analysis tools
• Code both prototypes (Python) and production (C#) libraries for risk models
• Analyze data and propose new models, review and challenge existing risk models
• Reviews alternative implementations and suggests/implement improvements
• Manage model release, integration and testing processes to ensure quant code is seamlessly integrated within the bank’s IT systems
• Manage and train more junior members of the team, liaise with partners and senior management

You Offer

Essential skills (all levels):

• Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills
• Consistent track record of strong performance in a technical/numerical area (computing, engineering, mathematics, physics, programming, statistics, econometrics)
• Willingness to question and challenge the way things are done and to come up with novel alternative approaches
• Ability to produce high quality, accurate work, under pressure and to tight deadlines
• Real passion for problems solving in both maths and programming
• Relevant undergraduate degree ( preferable MSc/PhD) in a numerate subject
• Excellent verbal and written communication skills in English

Desired Skills (experienced level):

• Deep understanding of Quantitative Risk/Quantitative Finance
• Mathematical modelling/Data analysis experience
• Extensive C# .Net development experience, preferably in a numerical/data analysis/data processing development role
• Deep understanding and prior experience with development tools like SVN, JIRA, TeamCity, Confluence, etc
• Strong knowledge of object oriented design and design patterns
• Experience in coding numerical methods and algorithms

Our benefits

• 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 are interested in this position please send your CV in English on: sylwia.rzemieniewska@credit-suisse.com

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 is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.