Credit Suisse - ENO - PC VaR Backtesting Specialist

The Central Functions and Analytics Team within Product Control is responsible for performing a wide spectrum of processes having impact across regions & involving extensive cross functional interfacing

We Offer

This specific role involves -

- Investigation & analysis of the Global P&L attribution on a daily basis to understand the significant P&L drivers before reporting it to Strategic Risk Management (SRM) team within CS. This is a regulatory requirement having an impact on the organizations capital multiplier.

- To investigate the causes of VaR BackTesting overshoots and finalize the P&L commentaries to be submitted to SRM with an eventual goal to improve the firms internal VaR models.

- Providing subject matter expertise (SME) guidance to BFO(DC) & BFO(BC) Teams on P&L Attribution issues, and queries whenever required. These responsibilities require a comprehensive understanding of different financial products and accounting principles that drive the booking of the P&L.

- Take ownership of any issues that arise from the day to day and monthly processes with a view to resolving these in an efficient and timely manner by liaising with BFO & Risk teams.

- Contribute constructively towards various projects in which the team is involved including but not limited to FRTB implementation & Tableau - Online Control Matrix

- Engage in process improvements, efficiencies & optimization through the use of innovative technologies & process rationalization.

- Take responsibility for the timely and accurate delivery of key deliverables of the Team.

You Offer

Education / Experience:

- Possess a CA / MBA / BE-TECH qualification from reputed institution

- At least 4-5 years of relevant work experience (Product control, Accounting or Change).

- Experience with managing agile projects

- Analytical ability.

- Good Communication and Organizational skills.

- Accuracy and attention to detail.

- Good expertise with MS Office application.

- Knowledge of programming languages like Python & R is an added advantage.