Credit Suisse - AVP - Consolidated Market Risk Reporting - RFDAR

WE OFFER

Part of team of analysts supporting the Credit Suisse reporting (including VaR, Position Risk ERC, Allocated Capital and sensitivities), limit monitoring and backtesting preparation.

Work with the cross functional reporting team to improve efficiencies across reports and analytical tools as well as the development of further tools.

Face off to key stakeholders across MRM, RFDAR, Risk IT and Finance

Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues

Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

Ensure that the risk reports are accurate and complete along with the implementation of improved controls.

To participate in the roll out of enhancements in risk systems, processes and data feeds.

VaR, ERC, Exposure & Sensitivity Limit Monitoring:

Monitoring of VaR, ERC, Exposures and Sensitivities against limits globally across all Credit Suisse business lines

Reporting of and explanation of limit violations to senior management; Escalation and resolution of limit breaches

Calculation and reporting of CS Group Position Risk ERC (99%), including analysis of portfolio changes and ERC composition over the reporting period

Preparation of the weekly executive board report which represents a snap shot of key risk limits and usages

Testing of new methodologies, parameters and system changes

Ownership of reporting business hierarchy and liaison with relevant teams as and when reorganisations occur, includes requirement to adjust historic ERC usages for new business structures

Development / improvement of reporting processes and infrastructure including control aspects

Adhoc business and senior management requests, e.g. analysis of ERC usage, ERC concentrations

You Offer :

A Bachelors/Master's Degree in Finance

Role would suit a strong analyst with good Excel skills and would require good experience in financial markets and Risk management experience.

Prior VAR/ ERC experience necessary

Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Sciences/ Mathematics and completed/ pursuing taking the CFA or FRM qualifications would be desirable.

Ability to work independently, and escalate issues appropriately.

Good communication skills and attention to detail

Strong control mindset and analytical skills

Ability to quickly understand concepts and breakdown problems.

Ability to develop relationships with internal clients globally

Opportunity to develop and enhance tools for risk reporting group.

Analysis of results needed which would increase exposure to risk management function