Capital Adequacy & Stress Testing # 099661
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 and GMS. 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 on a timely basis.
Key Responsibilities (with focus on the CCAR 14Q process):
- Carry out day to day portfolio reporting and analysis of risk sensitivities.
- Analysis of risk on daily/weekly/monthly basis and timely communication.
- Understand the Market Risk Framework used at Credit Suisse.
- Set up and maintain appropriate quality controls for the processed data.
- Ensuring complete and accurate risk capture and reporting for US legal entities.
- Management of projects to improve risk capture and reporting, working with other groups like Risk Clusters, Product Control, IT, Trading.
- Perform regular deep dives into portfolios.
- Understand key methodologies behind 14Q and perform "what if" analysis and the connection with CCAR and other Market Risk Scenario submissions.
- Manage and improve existing models/processes identified during submissions, document results and limitations 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 have 3-5 years of experience with Market risk modeling, statistical testing, time series methodology or stress testing & scenario analysis.
- You hold a Master's degree in Finance or quantitative discipline preferred.
- Do you have an experience with VBA and other scripting languages?
- Do you have an experience with statistical tools and risk management tools?
- Do you have the ability to work under tight deadlines and high pressure environments?
- You possess excellent project management and communication skills.
- You have the ability to implement proof of concept solutions in order to present or test ideas quickly.