Credit Suisse - Impact Analysis ENO

ENO Roles

Job profile

- Delivery of market and credit risk scenario reports for recurring and ad hoc requirements

- Answer queries on output clearly in a way that is quickly understandable, reliable and usable by senior management.

- Understand the scenarios definition and reporting framework for market and credit risk to understand, explain and consult on the interpretation of results

- Contribute and support the design and change of scenario definition, calculation and reporting processes (market and credit risk scenarios) to increase efficiency and address stakeholder needs

- Provide analysis to explain results in respect of changes to the market and credit risk scenario inputs and measures to relevant stakeholders. (Credit and Market risk clusters, Product control, FO etc)

- Understanding of CCAR (comprehensive capital analysis & review) guidelines and support implementation and testing of strategic CCAR reporting framework.

- Be comfortable with large amounts of data (MS Access, SQL knowledge is a plus) to be able to troubleshoot discrepancies efficiently.

- Support local and global S&IA management.

Essential:

- Solid numerate degree level education.

- Sound appreciation of Banking, Risk and Finance. Ability to collaborate effectively with colleagues in a professional manner.

- Subject matter knowledge and understanding of financial products, market and credit risk concepts, reporting and analysis.

- Self-motivated, detail oriented, and organized. Values quality, accuracy and timeliness. Balances competing demands effectively.

- Proficiency with MS excel. Knowledge of MS Access and SQL will be a big plus.

- Familiarity with credit risk exposure calculation methodologies & reporting is a plus

- Control focus to ensure processes demonstrably meet the exacting standards of a global investment bank

- Exposure to stress market risk scenarios reporting/analysis, stress testing, regulatory reporting like CCAR, PRA, FINMA strongly preferred

- In-depth knowledge and understanding of financial Market Risk concepts and theory. Specific knowledge of Equity/Rates/FX/Commodity products risk dynamics