Credit Suisse - PPNR Model Development/Validation Role - CFA

Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a new streamlined global organization, we are set for growth. We partner across business, division and regions to build innovative solutions to meet the needs of our clients and to help our employees grow. It is high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let's craft the future of Credit Suisse together.

We Offer:

The role is for an individual with experience in risk concepts within the Group Risk Identification Framework and Risk Appetite team as part of the Enterprise Risk Group and has two key areas of focus:

1. Second line of defense risk management within Group Enterprise Risk helping assist and co-ordinate across business and asset classes the keys risk impacting the Group and Divisions

2. Supporting the team in several key inter and intra department relationships and driving the planning and delivery of Risk Identification updates to various key governance committees, structuring the message delivered to senior executives.

Close interaction with the business, risk authorities and senior CRO executives

Facing off-key partners across 2LoD and 1LoD (e.g. Divisional ERMs, Market, Credit, Treasury, Finance & Front Office) in identification of key risks impacting Divisions and Group

The sourcing of various inputs, ensuring delivery of high quality standard material updates for senior governance committees

- You will be gaining high-level of understanding various metrics and concepts used in Risk Appetite dimensioning (Market Risk, Credit Risk, Operational Risk, Liquidity Risk..)

- You will do preparation of high quality presentations for a diverse audience from senior risk management to key support departments

- Performing ad-hoc analysis and deep dives on key risk metrics across all asset classes

You Offer:

- You have deep understanding of broad risk measurement frameworks, including one or several of Market Risk (e.g. VaR), Internal Capital models such as economic risk capital and Credit Risk management as it applies to Private/Retail Banking or to Investment Banking

- You have deep knowledge of other areas such as Liquidity Risk or Capital Management would also be useful

- You have degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage

- You have experience within a risk department of a large bank

- You have strong product knowledge in either one product area or good product knowledge across a diverse range of products

- You have high standard of written English, and experience of producing formal documentation

- You are able to operate autonomously, to drive a project/task forward and produce an end state product that can be presented to senior management with minimal required revision

- Ideally, you have experience in wider Risk Frameworks improvements or previous experience in an Enterprise Risk function

Credit Suisse is an equal opportunity employer. Embracing diversity gives us a competitive advantage in the global marketplace and drives our success.