Credit Suisse - Manager - Market Risk Scenario

Brief synopsis of the market risk scenario team :

- The market risk scenario team is a global risk analysis team located in Mumbai working in close liaison with risk management and trading desks across Asia / Europe / Americas.

- The core responsibility of the team is to report and analyse market risk scenarios run across different asset classes (Rates / FX/ Equity/Commodity / Credit) in Credit Suisse.

- Reporting and analysis is done for various business on a daily/weekly/monthly/quarterly/semi-annual basis with lot of demand for these scenarios being driven by respective bank/ business clusters and regional regulators like the FED, FINMA and PRA.

- Senior risk management and trading desks rely on the output of the market risk scenario team to manage their tail risk on an on-going basis as well as to forecast potential PnL in event of a forward event like a Greece Exit from Eurozone or a potential FED interest rate hike. These events simulate scenarios which are valued by risk systems and the results are then reported by the market risk scenarios team with deep down analysis, explaining what position in the business are driving the risk moves .

- Most of the platform for reporting today is excel based that interacts with in-house scenarios infrastructure to source results for scenarios to report and analyse. A strong understanding of processes, IT architecture and system flow along with core knowledge of derivate risk / derivative products thus becomes an advantage in enabling the scenario risk analyst to perform his core task of reporting and analysis.

We Offer :

- Strong knowledge of derivative products and their market risk dynamics

- Understanding of end-to-end market risk scenarios process framework and workflow for Rates, FX, Equity, Commodity and EMG businesses.

- Propose, calibrate & implement business cluster / regulatory specific scenarios in liaison with individual clusters / global scenarios team.

- Deliver detailed scenario risk reports & analysis to Trading desks / Business clusters / Regulators / Higher management

- Analyze & comment on scenario risk moves for respective business clusters explaining underlying risk dynamics & drivers under market scenario conditions.

- Interact with scenario counterparts who are primarily the business clusters/desk to provide in-depth analysis on the market risk scenario dynamics

You Offer :

- Master's Degree in Finance/Economics

- Experience with systems and process based risk reporting and analysis

- Excellent Microsoft EXCEL skills

- Professional qualification with degree in Computers/Engineering /Finance/Accounting

- Be a fast learner and team contributor