Credit Suisse - ENO - Consolidated Market Risk Reporting

We offer :

- Part of 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.

- Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity, and methodology issues.

- Reporting and performing validation checks on VaR 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

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

- 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 :

- 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.

- The role would suit a strong analyst with good Excel skills and would require good experience in financial markets and Risk management experience.

- Prior VAR/ ERC related experience would be a plus.

- Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Sciences/ Mathematics and completed/ pursuing taking the CFA or FRM qualifications would be desirable.

- Ability to work independently, and escalate issues appropriately.

- 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.

- Opportunity to develop and enhance tools for risk reporting group. Analysis of results needed which would increase exposure to risk management function.