Credit Suisse - Market Risk Management Role

We offer :

- The individual will be expected to be an integral part in the development of FINMA/PRA submissions on VaR, Stressed VaR, Incremental Risk Charge (IRC) and Risks Not In VaR (RNIV) as well as establishing a sound governance process. This will include the development of key risk metrics and analysis to senior management.

- The candidate will also assess Market Risk capital across the relevant legal entities to ensure the accuracy and consistency of numbers at each separate legal entity.

- Working on adhoc request from Senior Management and regulators.

- Reviewing/Validating daily FINMA/PRA market risk report and preparing analysis on the same.

- The candidate will finally work on the production of MIs for Senior Management and Regulators and focusing on Market Risk Capital components.

You offer :

- The candidate will have at least 2-5 years experience in a risk management or regulatory advisory role.

- In his previous role, the candidate will have matured a significant experience in risk analysis across all asset classes and risk metrics. Furthermore the candidate will be familiar with the regulatory back testing processes and rules.

- The candidate will have to be an advanced user of Excel and have excellent command of both written and spoken English