Credit Suisse - ENO Fed Full Reval - VaR/Risk

- Understand end-to-end scenarios process framework and workflow working in close collaboration with broader global Scenarios / cluster teams.

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

- Send out detailed scenario risk reports & analysis to target audience [Trading desks / Business clusters / Regulators / Higher management]

- Analyse & comment in detail about scenario risk moves for respective clusters explaining underlying risk dynamics under scenario conditions .

- Interact with scenario counterparts who are primarily the business clusters/desk to provide in-depth analysis on the scenario dynamics of strict trading limit imposed scenarios.

- Ensure scenario risk completeness, accuracy and timeliness .