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13/09 Madhura Kulkarni
Senior Recruitment Specialist at Credit Suisse

Views:1340 Applications:36 Rec. Actions:Recruiter Actions:0

Credit Suisse - AVP - Credit Risk Management (8-10 yrs)

Pune Job Code: 164634

Educational Qualification: Master's degree with Finance and/Economics/ MBA, FRM or PRMIA, PMP or ITIL.

Desirable: MA Finance, FRM, PMP

Skills Required:

- Functional documentation experience.

- Strong understanding of Market and Counterparty risk

- Good understanding of the mathematical foundations to VaR and Credit Risk EE/PFE methodologies

- Strong understanding of the typical credit risk business processes, policies and procedures

- Strong understanding of risk sensitivities, Greeks, their mathematical interpretation and daily use

- Strong understanding of structured business analysis i.e. gathering requirements, documenting

- Ability to work between business and IT, produce specification and oversee UAT

- Knowledge of risk model design from mathematical description to software design

- Broad knowledge across trading and banking book products e.g. OTC derivatives, interest rates, FX, Loans & Equities.

- Strong knowledge of securities financing transactions and/or another product class in depth within equity

- Good working knowledge of financial products including pricing.

- An understanding of some of the more common financial products (e.g. Forex trades, futures, options, swaps, credit derivatives)

- Strong stakeholder management capabilities.

- Exceptional communication and writing skills.

- Very strong control skills.

- Strong spreadsheet and database skills.

- Strong technical understanding of SQL and database modelling

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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