Capital Adequacy and Stress Testing - VP # 101695
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfil our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
- You will carry out day to day portfolio reporting and analysis of risk sensitivities.
- You will be responsible for the analysis of risk on daily/weekly/monthly basis and timely communication.
- You will understand the Market Risk Framework used at Credit Suisse.
- You will set up and maintain appropriate quality controls for the processed data.
- You will be responsible for ensuring complete and accurate risk collection and reporting for US legal entities.
- You will be responsible for the management of projects to improve risk collection and reporting, working with other groups like Risk Clusters, Product Control, IT, Trading.
- You will perform regular deep dives into portfolios.
- You will understand key methodologies behind 14Q and perform "what if" analysis and the connection with CCAR and other Market Risk Scenario submissions.
- You will lead 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.
- 5+ years of experience with Market risk modeling, statistical testing, time series methodology or stress testing & scenario analysis.
- A Master's degree in Finance or quantitative discipline preferred.
- Experience with VBA and other scripting languages.
- Experience with statistical tools and risk management tools.
- Ability to work under tight deadlines and high pressure environments.
- Excellent project management and communication skills.
- Ability to implement proof of concept solutions in order to present or test ideas quickly.