Enterprise Risk ENO # 102937
- 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.
- 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.