Vice President - Scenario Modelling Lead - Global Scenarios Group

This role would be part of the Global Scenarios group within Enterprise Risk Management division of CRO.

- The successful candidate will be presenting methodology developments along with impact analysis to senior management.

- The key stakeholders would be the regulator as well as Board and senior management.

- This role offers high exposure to senior management. Moreover the role is within one of the fastest growing and critical areas of the bank.

- Scenario analysis and macroeconomic scenario modelling are expected to gain even more prominence in the future.

- Stress testing is viewed internally within Credit Suisse as an internal risk management / business planning tool and not just as a regulatory requirement.

- The successful candidate is expected to take this one step further and better integrate scenario results with decision making process of senior management and Board.

- The Global Stress Testing group is responsible for developing scenario methodology centrally across the group and different legal entities.

- The job entails working on stress testing methodology focused on macroeconomic, market risk and PPNR projections.

- The results of stress testing would also feed into internal risk appetite / limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.

- The role involves developing and improving existing stress testing methodologies and would involve working closely with Research, Quantitative Strategies, Market Risk teams.

- This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.

You Offer :

- Solid understanding of stress testing methodology, especially market risk

- Good understanding of complex investment banking products / risks

- Successfully develop / enhance scenario methodology for capturing key basis risks

- Capable of managing and leading a team to deliver results under strict deadlines

- Ability to present complex issues to senior management in a simple way

- Excellent financial modeling skills with a strong quantitative background (degree in finance with quantitative background would be preferred) 7-10 years- experience.

- Prior experience of developing stress testing methodology would be preferred but not essential

- Experience of investment banking products and associated risks

- Excellent communication skills (both verbal and written)