Credit Suisse - Assistant Risk Management Reporter - ENO - Consolidated

We offer :

- Market Risk Reporting and Analytics for Credit Suisse and major Legal Entities (FINMA, PRA, SEC, Fed etc.)

- Deliver strategic initiatives for the team across different regulatory and internal programs

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

- Face off to key stakeholders across Market Risk managers, Risk IT and Finance

- Manage timely and accurate production & distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues

- Manage reporting and validation checks on risk (RWA, VaR, ERC, Sensitivity) movement - 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

- Participate and execute 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

Credit Suisse ERC and Allocated Capital :

- 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 reorganizations occur, includes requirement to adjust historic ERC usages for new business structures

- Manage the development / improvement of reporting processes and infrastructure including control aspects

- Adhoc business and senior management requests, e.g. analysis of risk, what-if scenarios etc.

You offer :

- Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Mathematics; FRM / CFA would be desirable

- Experience of leading large teams and team management to deliver quality output under tight deadlines

- Strong understanding of Market Risk concepts, calculations and prevalent regulatory guidelines like Basel, FRTB, BSBS 239 etc.

- Knowledge of individual regulatory specifications like FDSF, Volcker etc. would be beneficial

- Strong analyst with good Excel skills and good experience in Financial markets and Risk management (VAR/ ERC related experience)

- Ability to work independently, manage large teams and deliver under tight deadlines

- 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