Credit Suisse - Equity Market Risk Analyst

We offer:

An exciting opportunity to join the Equity Cluster Consolidation team, which is part of the Strategic Risk Management – IB (SRM - IB) at Credit Suisse. The Consolidation team is responsible for:

- Top down analysis of Equities Division market risk Sensitivities, Scenarios, VaR, Stressed VaR, IRC, etc.

- Tracking and analysis of drivers of other metrics such as capital usage, RWA, etc.

- Equities Division P&L overview and reporting providing ongoing consolidation of commentary identifying key P&L items

- Working with senior SRM Equities management on materials & analysis for the CARMC (Capital Allocation & Risk Management Committee), during periodic business focused meetings as well as monthly ones

- Working with senior risk management to suggest appropriate hedges for RWA, VaR, etc.

As an Equity Market Risk Consolidation Analyst; your duties will include:

Provide analysis to the head of SRM Equities and other teams covering:

- Key risk and capital metrics

- Equities level risk drivers

- Equities level P&L and key drivers

- Act as the primary point of contact for risk analysis across the Equities, coordinating with risk managers/analysts to consolidate this into an appropriate high level commentary picking out the key points

- Develop market data information analysis functionality and utilize macroeconomic outlook to enhance and provide context to risk analysis

- Contribute to deep dive analysis reviews across Equities business including Derivatives (including Fund linked Derivatives and Convertibles, Arbitrage Trading, Cash Securities and Prime Services)

- Provide color and analysis to the Equities level reports daily to Senior Management with appropriate commentary and analysis

- Assist in compiling presentations and other data for Senior Management

- Ensure high level trend data is maintained, reported and easily accessible

- Help develop the overall reporting infrastructure, working with dedicated IT resources & Market Risk Reporting team to ensure continual improvement in consistency and effectiveness of reporting across the different Equities businesses

- Periodic analysis & review of Equity wide limits, to enable senior SRM management to implement revised limit framework. Limits include sensitivities, scenario & VaR limits

- Periodic reporting of RNIVs (Risk’s not in VaR) in consultation with cluster managers to identify changes and drivers

You offer:

Interested candidates must be able to demonstrate the following qualifications and competencies:

- Numerate degree essential (incl. Advanced Math, MFE, etc.)

- Understanding of VaR / ERC / stress testing and other risk measurement frameworks

- Understanding of Equity products, structured derivatives, etc.

- IT skills including Excel/Access with VBA and ideally experience in R & SQL

- Ability to work in a complex & dynamic environment, understand various risk management systems and tools and interact with multiple stakeholders

- Strong communication skills both written and verbal including power point and presentation skills

- Attention to detail to allow the candidate to identify potential errors in Risk numbers. Reports are used for business decisions and need to be highly accurate.

- Working with Cluster managers requires ability to work with tight deadlines on complex requirements

- Strong team player and ability to grasp various risk management and reporting systems

- Ability to develop new reports by leveraging existing information & systems, enhancing existing reports, etc.