• Competitive
  • Raleigh, NC, USA
  • Permanent, Full time
  • Credit Suisse -
  • 21 Oct 18

Capital Adequacy & Stress Testing Analyst

We Offer
The Capital Adequacy and Stress Testing team is building its stress testing and overall risk capabilities to meet an evolving regulatory environment in the US to address requirements such as CCAR 14Q Trading, 9Q RWA/VaR projection and GMS/stress testing for Market Risk. You will work in a team of risk analysts responsible for regular and ad-hoc stress analysis of portfolios across CSH USA, track key risks and raise potential risk issues to senior management on a timely basis.

In the above team, we are looking for an Assistant Vice President(AVP). This opportunity will support VaR projection, tracking key risks for 14Q reporting and the Federal Reserve's Comprehensive Capital Analysis Review (CCAR) requirements. It will also be responsible for the design, planning and implementation of changes to the above functions.

  • You will understand the Market Risk Framework used at Credit Suisse
  • You'll work with Lines of Business to understand key risk drivers in the Credit Suisse USA holding company, and conceptualize improvements to the 14Q process and also the modeling methodology for VaR projection
  • You will Lead and Manage design, implementation and testing of changes in conjunction with senior management including Risk, Front Office and Cluster managers
  • You will present results and findings to senior management
  • You will review and help prepare Business Requirement Documents for IT for Risk deliverables
  • You'll understand different asset classes like credit, equity, securitized products, rates etc within the context of VaR projection &/or 14Q reporting
  • Delivery of CCAR/DFAST projection results and/or 14Q reporting including running the projection models in production, analysis and preparation of materials for senior management, the Board and the Regulators

Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer
  • You have 3 - 8 years of experience with Market risk, statistical testing, time series methodology or stress testing
  • You have a Master's/PhD degree in a quantitative discipline preferred
  • Do you have experience with VBA and/or other scripting languages?
  • Are you able to work under tight deadline and high pressure environments?
  • Do you excellent communication skills - ability to present complicated modeling concepts and risk data to senior management clearly and visually?
  • Are you knowledgeable of Products (credit, equity, securitized products or rates) and their risk characteristics or modeling will be helpful?