Enterprise Risk ENO # 102937

We Offer
  • Identify and analyze market risk across all business areas and asset classes within US legal entities.
  • Monitor risk measures for US portfolios and provide daily and ad-hoc analysis.
  • You will be representing MLRM to Senior Management, presenting analysis and commentary.
  • Provide ad-hoc analysis on Market Risk model based Capital Measures like regulatory VaR, Stressed VaR, IRC and internal measures like ERC and Risk Management VaR.
  • Analysis of model/methodology changes and their impact to Portfolio Risk Metrics.
  • Analysis and commentary on VaR, Economic Capital, Scenarios, Sensitivities and Exposure measures and stress tests.
  • Liaising with Cluster Risk Managers on the US portfolio, understanding and analyzing drivers of risk and capital measure changes including regulatory risk measures.
  • Set up analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.

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

You Offer
  • Do you have+2 years of work experience in market risk or related areas?
  • Do you have an understanding of market risk metrics like VaR and sensitivities?
  • You have strong communication skill to be able to articulate points required.
  • You have strong Excel, VBA and Power Point skill required.