Credit Suisse - Market Risk Reporting

The successful candidate will be responsible for the end-to-end process of collating market risk data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as other downstream users.

The role involves:

- Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues

- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

- Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

Person Specifications:

- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.

- Completed or currently taking the CFA or FRM qualifications would be desirable.

- Strong analytical skills

- Knowledge of financial products, financial markets

- Basic understanding of market risk methodologies: VAR and other risk measures.

- Proficiency in MS Excel, VBA knowledge would be desirable