Credit Suisse - Senior ENO/AVP - MLRM Internal Capital Adequacy Assessment Process

We offer :

The job entails working in Pillar2A and Pillar2B team in Market Risk department to assess capital requirements as a part of the Internal Capital Adequacy Assessment Process (ICAAP). Pillar 2 capital sits on top of Pillar 1 capital to make sure bank is sufficiently capitalized. The team is also responsible for reporting all the illiquid positions to PRA on quarterly basis as part of Firm wide Data Submission Framework (FDSF) regulatory program.

Apart from the regulatory deliverables mentioned above, the team is also involved in daily and weekly risk reporting to senior management. The team does regular interaction with risk managers across various clusters (Macro FX & Rates, Credit, Emerging markets & Equities) including facing off senior management.

The job requires around 4-6 years experience in the market risk area with good command of market risk for at least two asset classes. The ideal candidate shall have thorough knowledge of risk and scenario analysis, stress testing, various Value at Risk methodologies, limitations of risk based scenario compared to full revaluation, modelling aspects of various equities and fixed income asset classes etc.

A fundamental understanding of various risk management tools are expected. There is little expectation for learning market risk management, though the product exposure of the candidate could be slightly different from that s/he will experience at Credit Suisse.The candidate shall have strong technical skills and knowledge of various pricing and risk models along with understanding of the limitations of various models.

You offer :

The candidate should have excellent knowledge of market risk with experience in at least two asset classes.

- The candidate should have strong knowledge of risk management tools and analysis

- The candidate should have good hands on experience of explaining market risk models and related risks, their limitations etc.

- The candidate should have good fundamental knowledge of markets and their implication on market risk management.

- The candidate should have experience of scenario design, analysis etc.

- The candidate should have some knowledge of regulatory capital, internal capital etc.

- Good presentation skills.

- Strong focus on due diligence, details and descriptions.

- Very strong analytical skills, ability to comprehend.

- Some understanding of regulatory & internal capital, VaR, Stressed VaR, Risks not in Var (RNIV), Front-to-back controls & processes would be a plus.