Market Risk ENO - AVP # 099667
- Identify and analyze Market Risk across all business areas and asset classes within US legal entities.
- Monitor Market Risk metrics for the aggregated US portfolio and provide analysis to be used by Risk Managers across the bank.
- Provide analysis on Market Risk model based Capital Measures such as Regulatory VaR, Stressed VaR, Incremental Risk Charge and internal measures such as Economic Capital and Risk Management VaR.
- Representing Market Risk to Senior Management in various committees, presenting analysis of the aggregate portfolio composition.
- Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
- Assist in developing and delivering relevant Monthly Risk MI for Senior Management within Market Risk and other senior business partners, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
- Create presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
- Build and maintain relationships with key relevant business partners, particularly within Market Risk, as required by the role. Work closely with key business partners to review and improve quality of MI over time.
- Support the management in the delivery of a sound governance process around the Risk MI's delivered by the team.
- Development of 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 hold BSc Degree or equivalent (or higher) in a numerate subject.
- You have +4 years experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
- You have strong technical writing skills and ability to articulate complex key concepts to non risk-expert audiences.
- You have strong analytical skills with attention to detail, strong controls mindset and willingness to enthusiastically investigate issues and develop solutions (both tactical and strategical).
- You have an advanced Excel and Power Point skills backed by extensive working experience.
- Establishing, developing and automating processes, procedures and controls.
- You have deep understanding of multiple asset classes (i.e. Equity/ FX/ Commodities/ Rates/ Credit/ Securitized Products), including risk and valuation.
- You have deep understanding of financial derivative instruments, including use, valuation and risk.
- Proficiency in English: strong ability to communicate effectively in writing as well as having good verbal communication skills.
- Practical problem solving approach with strong risks and controls mindset.
- You have ability to enthusiastically challenge existing processes, procedures and controls.
- You are self-motivated and willing to dedicatedly take ownership of their assigned responsibilities.
- Ability to deliver results by interacting with other team members and with various teams in the bank, as well as to work independently showing a can-do attitude.
- You are well organized with the ability to multi-task, prioritize and meet deadlines.
- Ability to be an integral part of a dynamic and international team across locations.
- You have the ability to work under pressure and balance priorities.