Credit Suisse - AVP - Risk Analyst

Risk Analyst

We offer:

The role is for an experienced risk analyst within the Enterprise Risk Management - ICRA Team. The individual will be expected to perform cross metric comparison of movements in Economic Risk Capital (ERC), Risk Weighted Assets (RWA) and various scenario calibrations. Integrated Capital and Risk Analysis (ICRA) is used internally to carry out a cross risk metric comparison and capital adequacy assessment. ICRA is also provided to FINMA and forms part of the Pillar II dialog.

Further information on the role follows:

- The purpose of the submission is intended to support FINMA's initiative for assessing the comparability of Swiss banks' risk frameworks by facilitating the provision of a quantitative, forward-looking assessment of the capital adequacy of the banking system and individual institutions within it.

- The role will cover a broad remit of both regulatory (RWA) and internal capital models (ERC and Scenarios) for Market Risk, Credit Risk, Operational Risk, Business Risk and other risks.

- The role requires providing explanation and documentation of existing models which capture all relevant risks across CS businesses. This is required to explain model difference between RWA, ERC and Scenarios for ease of cross comparison.

- Assist in preparing presentations for senior management covering methodology differences

You offer:

- A solid understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of Pillar 1 metrics (VaR, Stressed VaR, IRC and Capital models).

- Previous experience in leading methodology development or methodology documentation would be an added advantage

- Strong MS Office skills - Excel at high level a must

- Strong analytical skills

- A degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage

- Proven experience of Market or/and Credit or/and an Operational Risk in a previous role

- Strong product knowledge in either one product area or good product knowledge across a diverse range of products

- Knowledge of MARS is an advantage

- 4+ years- experience in technical roles within Risk or similar functions.