Are you experienced in risk modeling, in particular in the area of Counterparty Credit Risk or derivatives pricing and asset pricing or you have relevant academic background in this area? Are you an innovative thinker that likes challenge and is able to deliver against tight timelines? Do you enjoy working with data and develop your own codes?

We’re looking for someone like that to:
• develop and maintain stress models for OTC, ETD and SFT exposures in line with Swiss and European regulatory requirements and models used for internal monitoring used by the Credit Officers in their daily business
• front to back review of existing Counterparty Credit Risk data and implementation landscape
• engage with internal and external stakeholders at all levels in the organization, including audit and regulators
• develop prototype codes that will be used in productive systems
• interact with risk expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
• support other key regulatory projects with impact on the Risk organization of the bank as required