Credit Suisse - AVP - Market Risk Reporting & Change Manager

Role covers:

- Production and validation of daily Risk Reports for cluster risk sign off in timely and accurate manner.

- Liaising with stakeholders and Market Risk Managers to provide complete risk picture for the day.

- Building explain-capability by providing deep dives to risk movements and portfolio exposure on day to day basis.

- Ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on portfolio, impact of product behavior on sensitivities among other approaches

- Working closely with other teams with in Risk to ensure timely and accurately risk reporting.

- Implement and own various Risk Reports produced by the Market Risk Team

- Implement and own the Control Framework for all risk and finance data

- Understanding front-to-back data flows and system architecture

- To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and initiatives, from team perspective

You offer :

Strong analytical skills

- Working knowledge/understanding of Treasury business, products used.

- Knowledge of financial products, financial markets and at least one asset class (Equity/Fixed Income/Commodity)

- Good understanding of market risk methodologies: VAR and other risk measures.

- Good understanding of financial Greeks and their relation in the calculation of various risk measures for specific products.

- Proficiency in MS Excel, VBA knowledge would be desirable

Qualifications:

Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.

Completed or currently taking the CFA or FRM qualifications would be highly desirable