Credit Suisse - ENO Consolidated Risk Reporting

ENO Consolidated Risk Reporting (Only Mumbai Candidates) Only (0-2 YRS EXP)

We offer :

- 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.

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

- 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

- 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 re-organisations 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 ERC usage, ERC concentrations

You offer :

- 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 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.