Market Risk VP # 104376
- Manage the delivery of analysis and Executive MI of Market Risk across all business areas and asset classes within US legal entities.
- Responsible for the delivery of 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 stakeholders, 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 manage relationships with key relevant stakeholders, particularly within Market Risk, as required by the role. Work closely with key stakeholders 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.
- Manage the development of analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.
- Responsible for the management of a team and ensuring they are developing through providing on the job training and formal training. Responsible for review and submissions of the team to any external parties and a lead contact for Portfolio Market Risk in Raleigh.
- Expected to run as lead on many new initiatives and manage delivery for the team to key stakeholders.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- BSc Degree or equivalent (or higher) in a numerate subject.
- +6 years experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
- Management of team and deliverables in prior role.
- Strong technical writing skills and ability to articulate complex key concepts to non risk-expert audiences.
- Strong analytical skills with attention to detail, strong controls mindset and willingness to proactively investigate issues and develop solutions (both tactical and strategical).
- Advanced Excel and Power Point skills backed by extensive working experience.
- Establishing, developing and automating processes, procedures and controls.
- Good understanding of multiple asset classes (i.e. Equity/ FX/ Commodities/ Rates/ Credit/ Securitized Products), including risk and valuation.
- Good 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.
- Ability to proactively challenge existing processes, procedures and controls.
- Self-motivated and willing to proactively 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 proactive attitude.
- 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.
- Ability to work under pressure and balance priorities.