Liquidity Modelling Developer, AVP
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse. We Offer
Since the 2008 financial crisis, regulators around the globe have implemented regulation to prevent the risk of, and consequences from, the failure of systemically relevant financial institutions. A key component of these regulations is the requirement for banks to prepare and implement Recovery and Resolution Plans (RRP), also known as "living wills", which outline how the bank would regain viability if under severe financial stress and the steps regulators, both local and home country, could take if needed to resolve the institution with minimal impact to the financial stability of the economy.
Credit Suisse submits an annual Global Recovery and Resolution Plan focused on recovery and resolution options that would be implemented in various stress scenarios, demonstrating the orderly wind-down of operations while ensuring the continuation of critical functions throughout the bankruptcy. In addition, Credit Suisse submits, on a regional basis, a number of Recovery & Resolution Plans to local supervisory authorities.
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 Conduct and Ethics Standards Main responsibilities:
- Work closely with business users and SME's
- Develop Core Frame work using python and modifies code based on functional and system requirements
- Create Liquidity and Operational costs models as required by PRA
- Design Derivative modelling
- Participate in testing process through unit and functional testing.
- Support bug fixes, change requests and functional enhancement on the code.
- Validates scope, plans and deliverables for assigned projects.
- Responsible for overall technology direction for the assigned module/project.
- Interacts with Design team and Test team for requirements and defects.
- Write reusable, testable and efficient code
- Design and implementation of data processing systems and software
You Offer Essentials Skills and Qualifications:
- Implementation of low-latency and highly available APIs
- At least 2 years’ Experience with RRP projects (Solvent Wind Down, Operational Continuity in Resolution and other) is mandatory
- 5+ years of Spark (Python), Spark-SQL, Big Query, Jenkins
- Google Cloud experience GCP, Amazon web Services, BigQuery, Dataproc, Looker, Cloud Composer
- Must have BigData experience with Cloudera
- Experience with top tier investment bank and strong functional knowledge of Balance sheet and liquidity
- Knowledge of agile development processes
- Strong design/frame working skills.
- Strong code standardization skills.
- 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. This should be further elaborated on in your application.
A competitive salary is on offer for the role. The application window will close 14/08/2020.
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 committed to providing equal 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