Credit Suisse - AVP - EMG - Market Liquidity Risk Management

Market and Liquidity Risk Management (- MLRM- ) is an independent function responsible for the management of market risk in the Investment Bank.

The role is for an experienced risk professional in the MLRM team responsible for the EMG business, and as such prior experience in this business is a definite advantage. Whilst the emphasis on the role is likley to be centred on the EMEA time-zone, the role will have a global oversight across the main asset classes of credit, rates and FX.

Key aspects to the role include:

Market Risk Management

- Capture, monitor and understand all material risks in the portfolio and ensure these are reported accurately, particularly under regulatory stress scenarios (knowledge of FDSF, a UK PRA stress scenario beneficial).

- Understand underlying market conditions and current issues

- Understand business P&L and risk drivers, as well as analyze for potential pockets of illiquidity

- Help develop new scenarios to control and understand potential exposure in the business

- Review and provide analysis for new complex transactions

- Support implementation of suitable risk management frameworks

Front Office Relations

- Understand how Trading view, price and manage risk. Attend trading risk calls and maintain ongoing close communication with EMG MLRM colleagues as well as working closely with Front Office IT and Scenarios team.

Valuations

- Develop thorough understanding of valuation models

Projects

- Support regulatory project work as required

- Identify and capture missing risks

- Improve risk reports

- Support the delivery of strategic systems and process change

You offer :

- Degree level education, preferably in a numerate subject. Holding a post graduate qualification would be a distinct advantage.

- Experience working in a relevant field (e.g. risk management, trading, structuring). Experience in EMG would be ideal.

- Knowledge of derivatives across multiple asset classes and familiarity of their market and credit risk profiles.

- The ability to rapidly grasp, apply and explain detailed technical concepts.

- Experience of programming would be beneficial