ERC Quantitive C# / .NET Developer

Job description

Who We Are

The Economic Risk Capital (ERC) Methodology & Development team is part of the Enterprise Risk Management functional area, reporting to the Chief Risk Officer. The team is responsible for developing the methodology and implementing the bank's Economic Capital models and is accountable for:

· We create methodology and models that capture risks across CS businesses and adhere to highest internal and external standards
· We implement models and integrating them with strategic risk systems
· We establishing policies and processes covering risks related to modeling. Including both model uncertainty and proper SDLC processes during the development

What you will do

As a Quantitative Developer you will work on a strategic project in Credit Suisse around risk modeling being responsible for models implementation, testing, and methodology and code improvements. You will be welcomed in the team of individuals with diverse technical, business and analytical skills with an excellent opportunity for growth.

You will participate in the various stages of the strategic ERC project, such as methodology development, functional and business requirements definition, C# implementation and testing. You will have opportunity to maintain close relationships with various partners including model owners, business users, data sourcing teams, IT teams and use your expertise to:

· Implement and maintain ERC models using C#/.NET
· Propose improvements and generate ideas for both the methodology and implementation
· Craft unit, integration, and performance testsDevelop successful partnership with counterparties in Enterprise / Credit / Market / Operational risk management in terms of requirements clarification and validation (i.e. understanding the models methodology, their scope and any assumptions and/or limitations)

Open to discussing flexible/agile working.

Desired profile

Your profile

·  You hold master degree in mathematics, econometrics, statistics, finance, or computer science
·  You have programming experience in C# with understanding of .NET technology
·  You may also have some knowledge of VBA, R, SQL, Python or F#
·  You have positive personality, well developed interpersonal skills and you like being a part of the team
·  You are able to produce high quality, accurate work
·  You feel comfortable with your fluent English skills
·  You are an outstanding problem solver contributing to the team by making good judgment and proposing improvements
·  You don't need to be encouraged to question and challenge the status quo and ability to provide alternative approaches
·  You understand financial risks, financial markets and products
·  You may have some prior experience in quantitative risk measurement in a bank or financial institution
·  You preferably hold a professional qualification like CFA, FRM, PRIMA

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 - Rondo ONZ street, 00-124 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 “