Credit Suisse

Morrisville , NC

Finance-Operations Research Analyst

Credit Suisse
Morrisville, NC Full-time
Posted on July 14, 2019
FINANCE-OPERATIONS RESEARCH ANALYST (Morrisville, NC): Produce macroeconomic & market scenarios for use in internal risk controls & Federal Reserve-mandated stress tests as part of the Comprehensive Capital Analysis & Review (CCAR). Review all submissions related to expansion results & statistical tests & present them to senior management. Review materials & minutes for various governance forums & model ongoing monitoring results. Design, test, & automate process flows & controls. Develop scenario expansion models by performing statistical & quantitative analyses using R, including linear regressions, auto regression with distributed lags, goodness-of-fit tests, assumption tests, & in sample/out of sample tests & projections. Perform principal component analysis & other analyses for asset classes & document the analyses that support model decisions. Write methodology sections in model technical documents. Address model validation caveats & tasks by performing annual model recalibration & facilitating annual model revalidation. Implement models into strategic systems & write R code to link project models into internal systems. Apply financial instrument pricing models to perform new business assessments for financial products & top-down material risk analyses. Req's PhD degr plus 2 yrs exp.Please forward your resume to Credit Suisse, P.O. Box F005CSNC, 220 W. 42nd St., 12th Fl., New York, NY 10036. No phone calls.