Company
Credit SuisseLocation
USA-NC-RaleighRemuneration
Not SpecifiedPosition Type
PermanentEmployment type
Full timeUpdated
23-Oct-2013eFC Ref no
1297472
Valuations Risk Group (VRG), a
centralized analytical group within Product Control, addresses valuation
issues across the Firm. VRG is responsible for reviewing Firm's trading
inventories and associated valuation models, performing alternative
valuation procedures for illiquid inventories. VRG is also responsible
for the Firm's valuation governance
Valuations Risk Group (VRG), a
centralized analytical group within Product Control, addresses valuation
issues across the Firm. VRG is responsible for reviewing Firm's trading
inventories and associated valuation models, performing alternative
valuation procedures for illiquid inventories. VRG is also responsible
for the Firm's valuation governance policies and valuation reporting.
This global team has 20 highly skilled professionals across US, Europe,
and Asia.
The technical team in VRG is responsible for reviewing valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book. Specifically, we review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models. We work closely with traders, modelers, risk managers, and product controller to accomplish our tasks.
This is an AVP position located in Raleigh, North Carolina. Functionally, this position reports to head of VRG technical team in New York. Locally, this position reports to Product Control management team in Raleigh.
We are looking for an experienced and energetic person who has solid quantitative background and has a strong desire to learn complex valuation models and methodologies for fixed-income derivatives and equities derivatives.
Strong communication skill is required. Ph.D. is desired, but not required.
The technical team in VRG is responsible for reviewing valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book. Specifically, we review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models. We work closely with traders, modelers, risk managers, and product controller to accomplish our tasks.
This is an AVP position located in Raleigh, North Carolina. Functionally, this position reports to head of VRG technical team in New York. Locally, this position reports to Product Control management team in Raleigh.
We are looking for an experienced and energetic person who has solid quantitative background and has a strong desire to learn complex valuation models and methodologies for fixed-income derivatives and equities derivatives.
Strong communication skill is required. Ph.D. is desired, but not required.
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