Credit Suisse - Consolidated Market Risk Reporting Role

We offer :

Lead for a team of analysts supporting the Credit Suisse Market Risk reporting and analytics (including Market Risk Regulatory Capital, VaR, Position Risk ERC, Allocated Capital, sensitivities, limit monitoring and back testing.

Market Risk Reporting and Analytics for Credit Suisse and major Legal Entities (FINMA, PRA, SEC, Fed etc.).

Deliver strategic initiatives for the team across different regulatory and internal programs.

Work with the cross functional reporting teams to improve efficiencies across reports and analytical tools as well as the development of further tools.

Face off to key stakeholders across Market Risk managers, Risk IT and Finance.

Manage timely and accurate production & distribution of market risk reports including investigation and analysis of exceptions, data integrity, and methodology issues.

Manage reporting and validation checks on risk (RWA, VaR, ERC, Sensitivity) movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

Ensure that the risk reports are accurate and complete along with the implementation of improved controls.

Participate and execute the roll out of enhancements in risk systems, processes and data feed.

VaR, ERC, Exposure & Sensitivity Limit Monitoring:

Monitoring of VaR, ERC, Exposures, and Sensitivities against limits globally across all Credit Suisse business lines

Reporting of and explanation of limit violations to senior management; Escalation and resolution of limit breaches

Credit Suisse ERC and Allocated Capital:

Calculation and reporting of CS Group Position Risk ERC (99%), including analysis of portfolio changes and ERC composition over the reporting period

Preparation of the weekly executive board report which represents a snap shot of key risk limits and usages

Testing of new methodologies, parameters, and system changes

Ownership of reporting business hierarchy and liaison with relevant teams as and when reorganizations occur includes requirement to adjust historic ERC usages for new business structures

Manage the development/improvement of reporting processes and infrastructure including control aspects.

Adhoc business and senior management requests, e.g. analysis of risk, what-if scenarios etc.

You offer

Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Mathematics; FRM / CFA would be desirable.

The experience of delivering quality output under tight deadlines.

Strong understanding of Market Risk concepts, calculations and prevalent regulatory guidelines like Basel, FRTB, BSBS 239 etc. Knowledge of individual regulatory specifications like FDSF, Volcker etc. would be beneficial.

A Strong analyst with good Excel skills and good experience in Financial markets and Risk management (VAR/ ERC related experience).

Ability to work independently, manage large teams and deliver under tight deadlines.

Good communication skills and attention to detail.

Strong control mindset and analytical skills.

Ability to quickly understand concepts and breakdown problems.

Ability to develop relationships with internal clients globally.