Credit Suisse

Exp. Business Project Mgr. #215415

Credit Suisse
New York, NY, United States
Not disclosed
18 Aug 2022
18 Sep 2022
Contract type
Full time
Experience level
Job Description 

Your field of responsibility

The Finance group at Credit Suisse Asset Management is looking for a quantitative researcher to conduct analysis that drives business growth & innovation, to support the stress-testing program of the global franchise, and to be a finance business partner for our Distribution and Product front office teams.

The key responsibilities of this role are to:
  • Conduct research with proprietary datasets which generate useful intelligence for front office functions like Distribution, Products, as well as Risk, Finance, Compliance, etc
  • Member of a small team that performs stress-testing for a global asset management business covering all asset classes – equities, traditional fixed income, leveraged loans, CLOs, real estate, alternatives, etc
  • Develop, implement and maintain quantitative models to forecast of all key Pre-provision Net Revenue (PPNR) and Balance Sheet components for business planning analytics, risk management as well as regulatory reporting
  • Knowledge of structured credit, private credit, other alternative fixed-income assets desired, but not essential
  • Maintain clear documentation of methodology, assumptions and data inputs, for reviews with senior management, model validation, businesses, internal & external audit, and regulatory agencies (e.g., Fed, OCC, FINMA, PRA, EBA / ECB)
  • Socialize and review model assumptions and outputs with business heads, model validators and senior management during any review and challenge sessions
  • Be a valuable team-player and work closely with portfolio managers, senior management, Risk, Audit and other internal governance
  • Finance business partner to CSAM Distribution and Product business areas – monthly reporting, ad-hoc analysis and presentation

Your future colleagues

The applicant will join a team that is renowned for supporting innovation, creativity and results oriented ideas. We believe that our colleagues are our best asset. 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.

Remote Working? No 
Your skills and experience
We are looking for highly motivated candidates with a Master's or PhD in a quantitative field, preferably in Economics, Finance, Statistics or Engineering/Physical Sciences. The candidate should have (not necessarily satisfy all of the criteria).

  • 3-5 years of proven experience in building quantitative models in an investment bank in risk, stress-testing (CCAR/DFAST), or front office roles
  • Solid understanding of time-series regressions (VAR, ARMA, Cointegration, etc.)
  • 1-5 years of proven programming experience in R, Matlab, or Python
  • Intuitive understanding of macroeconomic drivers of returns and asset-flows of asset management businesses
  • Knowledge of Intex cash-flow engines
  • Experience with unstructured data. Knowledge of SQL desirable, but not required
  • Be able to multi-task, work in a complementary team of people, be able to communicate technical concepts in simple language
  • Excellent communication skills
  • Dedication to fostering an inclusive culture and value varied perspectives
Your new employer

Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.

Credit Suisse complies with applicable federal, state, and local laws, as well as regulatory requirements, regarding considering of employment qualified individuals with criminal histories and prohibiting discrimination in employment in every jurisdiction in which it maintains facilities.

All Credit Suisse employees in the USA must be fully vaccinated against COVID-19 and submit proof of vaccination prior to their start date, except where exempted by applicable law.

For further information, and to apply, please visit our website via the “Apply” button below.

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