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20/10 Tuhina Mathur
Recruiter at Credit Suisse

Views:4172 Applications:238 Rec. Actions:Recruiter Actions:7

Credit Suisse - Global Change Analyst - Market Risk/VaR - CFA/FRM (6-9 yrs)

Mumbai Job Code: 171104

We offer :

Roles & Responsibilities

- Calculate and review VaR impacts resulting from methodology changes

- Assist in the preparation of 60 day model testing impacts for regulatory submission

- Highlight large moves on a daily basis and liaise with London project lead

- Perform impact analysis and being able to explain drivers of the impacts and attribute them to different components of the methodology change

- Develop a strong understanding of the market risk methodology changes

- Understand the configuration of model inputs & market data

- Perform market data updates for new methodologies, and understand impacts

- Gain a solid knowledge of market risk systems and the key support contacts with an aim of become effective in identifying and getting systems issues resolved

- Assist in compiling presentations for senior management covering regulatory impacts, key methodology features & capital implications

- Liaise with different stakeholders of change projects such as Risk Managers, Risk Methodology, Market data and Risk reporting teams

- Ad-hoc analysis

You Offer :

- 6+ years of market risk / VaR experience

- Good quantitative background with MBA/CA/BE/Btech/MSc

- Good general financial experience - CFA, FRM or equivalent qualification

- Experience in an investment bank ideally giving some exposure to risk management, VaR and knowledge of various asset classes

- Good communication skills

- Advanced Excel skills

- Strong analytical skills

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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