Credit Suisse - AVP - Credit Risk Management

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