Credit Suisse - AVP - Market Risk Management - IIT/NIT/BIT/IIM/XLRI/FMS

We offer :

- This opportunity is for an experienced AVP level risk professional within the Financing and Structure Credit Mumbai risk management team. This role supports and works alongside the front office facing risk managers located in the main trading centers. It is a key role in which it is insufficient to just provide data and analysis but a requirement to add value through well-formed opinion, insight and challenge.

- This is a fully fledged risk role requiring the candidate to participate in all aspects of the risk management routines. Example tasks might include preparing risk reports and leading calls to highlight key changes; initiating risk investigations, managing the daily signoff of risk on the group's portfolios, managing regulatory changes and preparing submissions for regulators.

You offer :

- Over 5 years of experience within a strong risk team preferably having worked in or closely with active trading teams of large mainstream investment banks.

- Be well versed in the mechanics and market risks in structured finance and lending transitions. Have a strong knowledge of pricing and risk of rate and FX derivatives preferably in context of structured products.

- Have a good understanding of the key market risk capital metrics, practical issues of implementation, drivers and dynamics.

- Experience of building, implementing and using well thought out scenarios.

- B.Tech/MBA from premier institutions only

- Proficient in at least one scripting languages such as Python or VBA and understand how to use these in conjunction with databases.

- Competent in using Microsoft Office suite (PowerPoint, excel, etc.)

- Analytically minded and effective communicator (written/oral)

- Detail oriented, curious and initiative to drill down into issues deeply

- Highly motivated and ability to bring difficult projects to a successful conclusion

- Abel to work well in a dynamic matrix management structure balancing competing stakeholder demands.