Credit Suisse - Market Risk Reporting Lead

We offer :

Role is for an experienced Market Risk lead supporting the Bank's entity level Market Risk (MR) reporting and analytics, within Risk and Finance Data Analytics & Reporting (RFDAR). Role is key for delivery of Executive & Regulatory Management Information (MI) for CS Group & major Legal Entities (LE), used by Regulators, Risk Committees & Senior Management. Role requires comprehensive MR knowledge & experience in related roles with team/stakeholder mgmt. responsibilities.

- Candidate will have 8 yrs.+ experience in MR function in a top tier investment bank/hedge fund/asset manager, and 5 yrs.+ experience as team manager. Individual will have good understanding of risk metrics such as VaR (incl. regulatory measures of VaR), Incremental Risk Charge (IRC), Risk Weighted Assets (RWA), Economic Risk Capital (ERC) & Sensitivities. Individual will also have experience managing teams with complex line/stakeholder/functional reporting structures, and solid technical writing & communication skills.

- Lead for team supporting MR reporting & analytics for multiple LEs (FINMA, PRA, SEC etc.), including MR Reg Capital/RWA, VaR, ERC, sensitivities, limit monitoring & back testing

- Manage timely & accurate production & distribution of MR reports including investigation & analysis of exceptions, data integrity & methodology issues

- Deliver strategic initiatives for team across different regulatory & internal programs

- Develop & manage relationships with key stakeholders across MR Managers, Risk IT, Change & Finance

- Encourage & manage sound control & governance around MI delivered by team

You offer :

- Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Mathematics; FRM / CFA would be desirable.

- Strong understanding of Market Risk concepts, calculations and prevalent regulatory guidelines like Basel, FRTB, BSBS 239 etc. Knowledge of individual regulatory specifications like FDSF, Volcker etc. would be beneficial.

- Strong analytical skills with attention to detail as well as a solid controls mindset; Solid technical writing and communication skills.

- Proven experience in a Market Risk role of a top tier investment bank / hedge fund / asset manager.

- Ability to work independently by proactively taking ownership of their assigned responsibilities, manage large teams with multiple stakeholders and deliver under tight deadlines.

- Well organized with the ability to multi-task, work under pressure, balance priorities and meet deadlines.

- Trusted team leader and mentor. Ability to become an integral part of a dynamic and international team across locations.