Credit Suisse - ENO - Market Risk Reporting

You Offer :

- Participation and Implementation of various regulatory projects: Fundamental Review of Trading Book) FRTB/FDSF project from Market Risk Reporting & Analytics perspective

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

- Sourcing of market risk data including positions and sensitivities to ensure completeness for the Investment Bank across various businesses and trading strategies

- Ensuring timeliness of the data available for calculation and reporting by following up with IT stakeholders to understand root causes for delays.

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

- 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

- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

- Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions

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

We Offer :

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

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