The role is for a risk manager within the the Risk Framework and Risk Appetite team as part of the Enterprise Risk Group. The individual will be expected to participate in several key inter and intra department relationships, and be responsible for delivering the comprehensive Risk Framework for Group and Parent and for the further development of the Risk Appetite Framework with respect to firm-wide strategic objectives. The role will be embedded within a wider team working on the risk appetite of key Credit-Suisse subsidiaries, ensuring an integrated bank-wide approach is in place across all legal entities.

The role is responsible for a high profile work-stream to deliver and further develop the Risk Appetite Framework. It is concerned with determining the types and levels of risk to which the Bank is willing to be exposed in order to achieve our financial objectives. Close interaction with the businesses, risk experts and senior CRO executives is crucial to the successful delivery of the frameworks.

Core tasks will involve:

- Liasing with senior stakeholders (i.e. Divisional/LE CROs, Finance & Business) to explain risk metric movements and drivers of the various models used within Risk; be able to explain risk model linkage to capital, earnings, limit setting and the risk appetite process.

- Allocation of risk appetite from Credit-Suisse to legal entities/ branches and divisions

- Challenging front office business experts on their requested level of risk appetite

- Preparation of high quality presentations and analysis for a diverse audience from senior management, to risk management committees and non-risk forums

- Researching and developing appropriate methodologies and processes to establish Risk Appetite for CS, including updating of policies, procedures and risk appetites statements

- Preparation of various regulatory submission material on Risk Appetite Framework to FINMA, Fed and other supervisroy colleges

- Driving work streams forward, ensuring that task owners deliver on their commitments

- Understanding movements and drivers of risk metrics down to the business line and product level, and to be able to discuss this level of detail within Risk to ascertain the trading strategy behind such positioning

You Offer

A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking

- Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks

- Understanding of balance sheet accounting consolidation/non-consolidation rules, firm-level financial ratios and typical strategic financial objectives/targets

- High standard of written English, and experience of producing formal documentation

- To be able to operate autonomously, to drive a project/task forward and produce an end state product that can be presented to senior management with minimal required revision

- Knowledge of other areas such as Liquidity Risk or Capital Management would also be useful

- Proven experience within a risk department of a large bank or a consultancy firm

- Ideally, experience in limit setting and in the design or implementation of Risk Appetite and wider Risk Frameworks, or previous experience in an Enterprise Risk function

- Strong product knowledge across a diverse range of products

- A degree-level education (or equivalent) in a numerate discipline

- Professional or post-graduate qualifications within a relevant fields i.e. ACA/ACCA, CFA, PhD would be an added advantage

Apply with below details:

Years of experience :
Current CTC :
Expected CTC :
Reason for Change :
About our Client :

Client is a leading Investment Bank.

Helly Vyas
Senior Talent Advisor
Enigma Executive Search

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