Operational Risk Stress Testing Modeller

Your field of responsibility

The role of OpRisk Stress Testing Modeler lies within the Non-Financial Risk (NFR) group, and is a team supporting the global operational risk managers. The successful candidate will build positive relationship with key partners and will manage responsibilities on quantitative model development and implementation in the R statistical platform. Your responsibilities will also include managing change analyses on stress loss and RWA projections for regulatory reporting and internal risk steering. You will craft documentation and governance materials for Model Risk Management, NFR senior management and various regulatory bodies. Within this role, you will also have an opportunity to create initiatives and work on further model improvements (e.g. model alignment, model automation, building interactive tools and systems with enhanced visualization etc.).

Your future colleagues

We are a team of five working from different locations in Switzerland, US, Poland and India responsible for operational risk stress testing models for CS Group and legal entities within regulatory frameworks (including CCAR, ICAAP and LPA). As a member of highly efficient and innovative team, you will have a chance to use and expand your knowledge and improve your modeling and programming skills by engaging with or taking initiative on hands-on tasks. You will be located in Warsaw, Poland. 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.

We are looking for:

• Degree in banking, economics, mathematics, or related engineering or scientific fields with research focus
• Detailed knowledge of quantitative risk models, statistics, mathematical modeling
• Mathematical programming abilities (preference for R or S Plus statistical language)
• Proven work experience in risk-related roles in the financial industry
• Hardworking with proven track record to work effectively in a fast paced environment
• Proficient written and verbal communication skills is essential
• Result oriented and outstanding assertiveness skills
• Front-to-back model process know-how (data collection, model development, production and reporting) is an advantage
• Dedication to fostering an inclusive culture and value diverse perspectives.