Credit Suisse - MRM Model Implementation Analyst

We Offer :

- Involve in continuous improvement cycle of new risk methodology changes for VaR, IRC and ERC models

- Perform detailed impact analysis and being able to explain drivers of the impacts and attribute them to different components of the methodology change

- Performing self-led analysis into pros and cons of methodology enhancements

- Preparation of model testing impacts for regulatory submission

- Understand the configuration of model inputs & perform market data updates for new methodologies

- Gain a solid knowledge of market risk systems and develop strong understanding of the risk methodologies

- Assist in compiling presentations for senior management covering regulatory impacts, key methodology features & capital implications

- Liaise with different stakeholders of change projects such as Risk Managers, Risk Methodology, CRO Change, Market data and Risk reporting teams

- Ad-hoc analysis and presentation

You Offer :

- 0-2 years of market risk / VaR experience

- Understanding of the Basel II/III framework

- Understanding of regulatory capital, bank's regulatory trading risk charges and risk management in general

- Quantitative background with MBA/CA/BE/Btech/MSc

- Preferable to have additional certification courses - CFA, FRM or equivalent qualification

- Good communication skills and detail orientated

- Advanced Excel skills

- Strong analytical skills