Treasury Asset and Liability Management - Quantitative Analyst #173419

Credit Suisse
Wroclaw, Poland
Not disclosed
03 May 2021
03 Jun 2021
Contract type
Full time
Experience level
Qualified accountant

Your field of responsibility

Join us as a Treasury Asset and Liability Management (ALM) Quantitative Analyst in our Global Treasury ALM team. In this unique role, you create in-depth analysis and presentations for senior management discussions related to Structural Interest Rate Risk Management and Net Interest Income. You provide dedicated coverage of ALM and balance sheet topics including production of management information with exposure to partners across the bank. In addition your focus on the maintenance and enhancement of ALM processes related to forecasting including P&L tracking. Furthermore, you manage and proactively drive ad-hoc analysis on varying special topics.

Your future colleagues

Treasury ALM is embedded in the Global Treasury department which is within Credit Suisse's Finance (CFO) division with focus on optimizing the use of financial resources and acting as a guardian of the bank's financial franchise. Global Treasury delivers valuable risk analysis and control around Liquidity, Funding, Interest Rate Risk Management, FX and related Regulatory Change to the Board of Directors, Executive Board, CFO, Business Unit clients, key partners in Shared Services, Rating Agencies and Regulators. 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.

Your skills and experience

We are looking for: 

  • Master degree in Economics, Finance, Mathematics or Engineering.
  • Minimum 1 year of relevant working experience in international banking/ financial services environment.
  • Proven experience from an Interest Rate Risk and/ or Net Interest Income related role within Finance & Banking (including Treasury, Risk Management, Funding, Capital Markets, Corporate Finance, Consulting).
  • Self-motivated, results-oriented forward-thinking fast learner.
  • Outstanding quantitative and analytical skills.
  • Proficiency MS-Office skills, mainly Power Point and Excel (VBA).
  • Programming experience, particularly in Python, R or Matlab. QRM user experience would be an asset.
  • Flexibility to manage work independently as well as embedded in a fast paced globally distributed team.
  • Experience in working on multiple projects with a high attention to details.
  • Outstanding written and verbal communication skills with proficiency in English.
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.

Your benefits 

  • Private medical care
  • Life insurance for employees and additional insurance options available for family members
  • 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)

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 committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.

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

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