• Competitive
  • Raleigh, NC, USA
  • Permanent, Full time
  • Credit Suisse -
  • 15 Dec 18

Capital Adequacy & Stress Testing Manager - CCAR #116308

We Offer
The Capital Adequacy and Stress Testing (CAST) team is expanding its risk capabilities to meet the constantly evolving regulatory environment in the US. The CAST team addresses requirements related to 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 analysis of portfolios across CSH USA, track key risks and escalate potential risk issues to senior management.

Credit Suisse is currently looking for an Assistant Vice President (AVP) - Vice President (VP) for the CAST team. This opportunity will support the Federal Reserve's Comprehensive Capital Analysis Review (CCAR) 14Q requirements. It will also be responsible for the design, planning and implementation of changes to the above functions.

Key Responsibilities (with focus on the CCAR 14Q process):
  • Analysis of risk sensitivities on a weekly/monthly basis with timely communication to management.
  • You will build and maintain an appropriate controls environment for the processed data.
  • You will ensure complete and accurate risk capture and reporting for US legal entities.
  • Management of projects to improve risk capture and reporting, working with various groups across the firm such as Financial Product Risk Managers, Trading, Product Control &IT.
  • You will perform regular deep dive analysis into portfolios.
  • Understand key methodologies behind the 14Q process and the connection to CCAR and other Market Risk Scenario submissions.
  • You will lead and improve existing models/processes identified during submissions, documenting results, limitations and areas for improvement for the 14Q submission.

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 5-8 years of experience with Market Risk, statistical testing, time series methodology or financial products.
  • You have 2-3 years management experience.
  • Your Master's degree in Finance or quantitative discipline preferred.
  • You have experience with VBA and/or other scripting languages.
  • Experience with CCAR.
  • You have experience with statistical and risk management tools.
  • You have knowledge of financial products (credit, equity, securitized products or rates) and their risk characteristics or modeling.