Credit Suisse - Global Change Analyst - Market Risk/VaR - CFA/FRM

We offer ;

- Calculate and review VaR impacts resulting from methodology changes

- Assist in the preparation of 60 day model testing impacts for regulatory submission

- Highlight large moves on a daily basis and liaise with London project lead

- Perform impact analysis and being able to explain drivers of the impacts and attribute them to different components of the methodology change

- Develop a strong understanding of the market risk methodology changes

- Understand the configuration of model inputs & market data

- Perform market data updates for new methodologies, and understand impacts

- Gain a solid knowledge of market risk systems and the key support contacts with an aim of become effective in identifying and getting systems issues resolved

- Assist in compiling presentations for senior management covering regulatory impacts, key methodology features & capital implications

- Liaise with different stakeholders of change projects such as Risk Managers, Risk Methodology, Market data and Risk reporting teams

- Ad-hoc analysis

You Offer :

- 6+ years of market risk / VaR experience;

- Good quantitative background with MBA/CA/BE/Btech/MSc;

- Good general financial experience - CFA, FRM or equivalent qualification;

- Experience in an investment bank ideally giving some exposure to risk management, VaR and knowledge of various asset classes;

- Good communication skills;

- Advanced Excel skills;

- Strong analytical skills;

Tuhina Mathur