Credit Suisse - RAR Market Risk Reporting - Market Risk Analyst

Departmental Overview

RAR is globally led by Jason Forrester and reports to the Chief Risk Officer (CRO); the function is located across all major locations and is responsible for:

- market and credit risk information management & market risk reporting

- credit risk measurement & independent risk model validation

- credit risk reporting

- managing development and implementation of risk systems

- regulatory change and coordination, establishing policies covering market risk, credit risk and operational risk

We offer:

- Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues

- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

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

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

You Offer:

- Strong analytical skills

- Knowledge of financial products, financial markets

- Basic understanding of market risk methodologies: VAR and other risk measures.

- Proficiency in MS Excel, VBA knowledge would be desirable

Tuhina Maathur