Do you have experience in derivatives and asset pricing or you have relevant academic background in this area? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working with data and develop your own codes?

We’re looking for someone like that to:
• support the development and the maintenance of models used for risk management and stress testing of derivative products in the context of Counterparty Credit Risk
• assume responsibilities for data documentation, implementation testing and documenting credit risk exposure models
• help 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 key regulatory projects with impact on the Risk organization of the bank as required