Credit Suisse - AVP - Market Risk Reporting Scenario

We offer :

Ability to work as an individual contributor as well as lead the team.

- Good stakeholder management skills.

- Strong knowledge of derivative products (preferably of Rates asset class) and their market risk dynamics.

- Understanding of end-to-end market risk scenarios process framework and workflow for Rates as well as other asset classes such as FX, Equity, Commodity, Credit and EMG businesses.

- Propose, calibrate & implement business cluster / regulatory specific scenarios in liaison with individual clusters / global scenarios team.

- Deliver detailed scenario risk reports & analysis to Trading desks / Business clusters / Regulators / Higher management.

- Analyze & comment on scenario risk moves for respective business clusters explaining underlying risk dynamics & drivers under market scenario conditions.

- Interact with scenario counterparts who are primarily the business clusters/desk to provide in-depth analysis on the market risk scenario dynamics.

- Overview of the department / team (team size, backgrounds, personalities

- RFDAR is globally led by Melanie Neill and reports to the Chief Risk Officer (CRO); the function is located across all major locations and is responsible for:

- Market risk information management & reporting

- Credit risk information management & reporting

- Finance information management and capital reporting

- Operational risk information management and reporting

(Managing development and implementation of risk and finance systems

- Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance

Market Risk - Risk Reporting comprises approximately 60+ staff globally with presence in Mumbai, Wroclaw, Singapore, London and New York. The team has overall responsibility for Stakeholder management & ownership of Market Risk Reports for risk and finance data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as Market Risk Managers.

Challenges in this role:

- Challenging time line for delivery of critical book of work items.

- On the job learning thus faster adaptation would be the key.

- Strong Analysis skills to analyze and comment on complex data inputs.

Essentials Skills and Qualifications:

- Master's Degree in Finance/Economics or Bachelor's Degree in Finance/Economics with relevant work-ex

- Experience with systems and process based risk reporting and analysis.

- Excellent advance Microsoft EXCEL skills (prior hands on experience in VBA scripting skill is added advantage).

- Professional qualification with degree in Computers/Engineering /Finance/Accounting.

- Be a fast learner and team contributor.

You offer :

- Master's Degree in Finance/Economics.

- Experience with systems and process based risk reporting and analysis.

- Excellent advance Microsoft EXCEL skills (prior hands on experience I VB scripting skill is added advantage).

- Professional qualification with degree in Computers/Engineering /Finance/Accounting.

- Be a fast learner and team contributor.This will give one a thorough understanding of how projects are undertaken in Investment bank with hands on experience of Market Risk Scenario reporting and a unique opportunity to work on challenging assignments equal to Full Time Employees.