Market Risk Analyst
- You will identify and analyze Market Risk across all business areas and asset classes within US legal entities and across the Global Markets Division.
- Handle Market Risk metrics for the aggregated US portfolio and provide analysis to be used by Risk Managers across the bank.
- You will provide analysis on Market Risk model based Capital Measures such as Regulatory VaR, Stressed VaR, Incremental Risk Charge, Risks Not in VaR and internal measures such as Economic Capital and Risk Management VaR.
- You will represent 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 creating and delivering relevant Monthly Risk MI for Senior Management within Market Risk and other senior partners, including analysis and commentary, ensuring risk issues are well understood and presented openly.
- You will craft 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 partners, particularly within Market Risk. Engaged with partners to ensure MI is meeting their needs.
- 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 Offer
- BSc Degree or equivalent (or higher) in a numerate subject.
- You possess 4+ years' experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
- Strong technical writing skills and ability to articulate complex key concepts to non-risk-expert audiences.
- You are able to mentor junior members of teams in different locations.
- Strong analytical skills with attention to detail, strong controls mindset and willingness to aggressively 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.
- Deep 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.
- You have a practical problem solving approach with strong risks and controls mindset.
- Ability to challenge existing processes procedures and controls.
- You are self-motivated and willing to take ownership of their assigned responsibilities.
- You are able 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.
- 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.