Credit Suisse - VP - Market Risk Scenario Reporting

VP Market Risk Scenario reporting role.

We offer :

- Lead the Global scenarios team to support the stress testing exercises across various asset classes across the Bank

- Understand end-to-end scenarios process framework and workflow working in collaboration with broader Global Scenarios teams

- Responsible for understanding, analyzing and reporting scenario analysis results across all products and businesses across Credit Suisse globally for regulatory/risk management purpose

- Analyze & comment in detail about scenario risk moves explaining underlying risk dynamics under scenario conditions

- Liaise with various groups across the bank in order to understand the firms risk profile and the related scenario risk information

- Improve the controls and processes around the collation and reporting of the scenario analysis information along with improving the transparency of the scenarios analysis results both within and outside of the risk department

- Ensure adequate training of the team on the various aspects of stress testing and scenario analysis

You offer :

- Strong knowledge of Derivative products and their market risk dynamics

- Master's Degree/Professional qualification in Finance/Economics

- 6+ experience in Stress Testing and Scenario Analysis across key market risk types

- Experience with systems and process based risk reporting and analysis

- Excellent Microsoft Excel skills (VBA skills added advantage)

- Fast Learner and to be able to lead a team to drive a project / task forward and produce an end state product that can be presented to Senior Management