Credit Suisse - Market Risk Role - Infrastructure Team - RFDP

We offer :

- Deep understanding of dynamics of market data inputs, trade attributes and market risk sensitivities required for analyzing VAR/ERC/IRC movements.

- Ensure completeness of the underlying sensitivity data; perform exception clearing and necessary data adjustments.

- Review and Validate material day- on-day changes in underlying risk sensitivities.

- Liaise with respective IT and support teams to resolve any data related issues.

- Review and Validate material day-on-day changes in calculated risk measures (VAR/ERC/IRC), accurately attributing to input data changes identified by Market Risk Data Management and Control Team, market data changes in time series and risk computation methodology changes.

- Provide accurate and meaningful commentary to highlight driver(s) of material calculated risk measures (VAR/ERC/IRC) in validation templates.

- Notification to Market Risk Reporting and Analytics team on a possible delay, reason of delay and ETA on completion of Market Risk measures validation process.

- Perform Market Risk Data Quality Management to capture Time Series data / methodology issues if any. Inform and/or raise to appropriate teams, and follow up on remediation plan on time.

- Understanding front-to-back data flows and system architecture.

- To participate in the roll out of improvements in risk systems, processes and data feeds as well as giving to various tactical and strategic projects and

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

You offer :

- You have strong product and risk knowledge from at least 2-4 years' experience in an investment banking environment

- You have deep knowledge of market risk concepts, internal models and standard rules

- You are a Graduate or Post-Graduate in Finance /Statistics/ Economics/ Sciences and Mathematics

- You have completed or currently taking the CFA or FRM qualifications would be desirable