Credit Suisse - Prime Services Risk Analyst

Prime Services Risk Analyst

Credit Suisse Business Analytics Mumbai has Global Markets set up for front office activities. Prime Services division under Global Markets has various functions including Stock Loan, Risk Management, Delta One trading and Analytics.

Prime Services Risk Management is primarily responsible for managing counterparty credit risk, market research and client analytics, balance sheet optimization, and strategic tool building.

Key Responsibilities

Risk & Product Management

- Review, monitor and validate daily hedge fund counterparty risk exposures.

- Stress testing and liquidity reports review and commentary across client base.

- Active position management, risk monitoring and identifying breaks.

Account Reviews (existing & prospective clients)

- Perform risk and margin analysis on client portfolios comprising of various financial products across Hedge Fund strategies ranging from fundamental long short equity, event driven, relative value, quantitative market neutral, CB Arbitrage, Fundamental and Relative Value Credit and Fixed Income.

- As part of client review exercise, recommendations on existing risk profile and margin levels, Balance Sheet and RWA.

Platform/Product Development

- Design and drive the product development such as balance sheet price, in the areas of Risk management and regulatory mandates.

- Helping the technology team for product development with requirements and testing.

- Review/enhancements of existing risk and margin models.

Risk Advisory

- Producing cutting edge quantitative research publication sent out to 5000+ Institutional Investors and asset managers, picks up key themes in hedge Fund Industry, quoted multiple times in external media (Bloomberg) during 2016.

RWA management

- Actively tracking and managing RWA across various regulatory calculation (FINMA, PRA etc.), ensuring that limits ascribed to business is adhered to. Be the first line of communication for any regulatory changes impacting the business.

Essential Skill set & Profile:

- Post/Undergraduate from a reputed (Tier 1/2) institute with quantitative bend.

- Strong SQL and VBA working knowledge.

- Proficient in MS Excel/MS Access.

- Should be a go getter and able to drive projects alone.

- Good understanding of financial products.

- Good communication skills (both in speaking & writing form).

Desirable

- Working experience in Risk management

- Experience of working in Global financial institution.