Credit Suisse - ENO - Market Risk Reporting

We offer :

- Finance information management and capital reporting

- Operational risk information management and reporting

- Managing development and implementation of risk and finance systems

- Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance

Role covers:

- Production and validation of daily Risk Reports for cluster risk sign off in timely and accurate manner.

- Liaising with stakeholders and Market Risk Managers to provide complete risk picture for the day.

- Building explain-capability by providing deep dives to risk movements and portfolio exposure on day to day basis.

- Ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on the portfolio, the impact of product behavior on sensitivities among other approaches

- Working closely with other RFDAR teams to ensure timely and accurate risk reporting.

- Implement and own various Risk Reports produced by RFDAR- Risk Reporting

- Implement and own the Control Framework for all risk and finance data

- Understanding front-to-back data flows and system architecture

- To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and initiatives, from R&A perspective

You offer :

- Strong analytical skills

- Knowledge of financial products, financial markets and at least one asset class (Equity/Fixed Income/Commodity)

- Good understanding of market risk methodologies: VAR and other risk measures.

- Good understanding of financial Greeks and their relation in the calculation of various risk measures for specific products.

- Proficiency in MS Excel, VBA knowledge would be desirable

Qualifications:

- Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.

- Completed or currently taking the CFA or FRM qualifications would be highly desirable