Credit Suisse - Market Risk Management Equities Role

We offer :

Market Risk Management Equities:

Market & Liquidity Risk Management Equities manages market risk for Credit Suisse Equities portfolio which includes Derivatives, Convertibles, Prime Brokerage, Cash and Systematic Market Making divisions across US, Europe, and Asia Pacific. Risk Management framework primarily comprises of measuring and monitoring market risk using sensitivity (Greeks), VaR & Scenarios (stress testing). The role is a part of Equities Scenarios team which is responsible for stress testing the banks Vanilla & Structured Equity portfolio, wherein the candidate would be required to understand, validate, report and develop automated solution using VBA / R / C sharp for various regulatory/internal / market event related scenarios which are run as part of daily risk assessment, capital forecasts, limit pnl in case of large anticipated market moves etc.

- Review & sign off regulatory market risk scenarios like SFTQ, ICAAP etc.

- Performing analysis to respond to questions from risk managers, senior management, and regulators

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

- Provide Equities level reports to Senior Management with appropriate commentary and analysis as required

- Develop automated solutions using VBA / R language for quick & large scale calculations/consolidation for faster execution of projects.

- Develop subject matter expertise and proactively engage various stakeholders in identifying the issues relating to market data & systems

- Work closely with other scenarios and IT teams to streamlining the reporting and validation process

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

- Guide and supervise junior members, upstream teams to ensure the quality of deliverables.

- Develop forward looking and granular scenarios.

You offer :

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

- Additional certifications such as CFA,FRM preferred

- 5-8 years of experience in Investment Banking, preferably in a risk function

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

- Understanding of Equity products, structured derivatives, etc.

- Strong understanding of Equity Greeks