Junior Market Risk Analyst (Trading Sensitivities)  …

Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Be the first to apply
Competitive
Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Be the first to apply
Competitive
Credit Suisse
Junior Market Risk Analyst (Trading Sensitivities)
We Offer
The Capital Adequacy and Stress Testing (CAST) team is fast-growing its risk capabilities to meet the constantly evolving regulatory environment in the US. Our team addresses requirements related to CCAR 14Q Trading, 9Q RWA/VaR projection and GMS/stress testing for Market Risk. The candidate will work in a team of risk analysts responsible for regular and ad-hoc analysis of portfolios across CSH USA, track key risks and raise potential risk issues to senior management.

Credit Suisse is currently looking for an ENO level candidate for the CAST team. This opportunity will support the Federal Reserve's Comprehensive Capital Analysis Review (CCAR) 14Q requirements related to trading sensitivities. It will also be responsible for the design, planning and implementation of changes to the above functions.

Responsibilities:

  • Analysis of risk sensitivities on a periodic basis with timely communication to management
  • Understand the Market Risk Framework used at Credit Suisse
  • Build and maintain an appropriate control environment for the processed data
  • 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
  • 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
  • Contribute and improve existing models/processes identified during submissions, documenting results, limitations and areas for improvement for the 14Q submission


You Offer


  • You possess a Bachelor's degree in Finance or quantitative discipline
  • Experience with market risk, statistical testing, time series methodology or stress testing & scenario analysis
  • Experience with VBA, Python, R or other scripting languages is a plus!
  • Detailed knowledge of financial products (credit, equity, securitized products or rates) and their risk characteristics or modeling
  • Outstanding written and verbal communication skills - ability to present complicated concepts and techniques clearly and visually
  • Ability to implement proof of concept solutions in order to present or test ideas quickly


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