Credit Suisse - BFI - Market Liquidity Risk Management

BFI - Market Liquidity Risk Management

We offer :

- Bank/Financial/Insurance investments within the Basel III Capital Regime.

- Liaise with IT/Project manager.

- Validate risk information and resolve possible gaps and ensure that the position data is comprehensive and meets the business requirements.

- Attend meetings with project stakeholders.

Report Analysis : Ensuring that properly reviewed and evaluated figures for daily PRA & FINMA and FED reporting, look through report and own holdings report, weekly FINMA reporting for Financial Accounting. Perform UAT testing.

- Identify and report data quality issues by interacting with RFDAR.

- Preparing documents for regulatory compliance, Running simulation and scenarios for regulatory netting rules as required by FINMA, PRA and FED. Run ad-hoc analysis using prototype using Excel / VBA

You offer :

- University degree in Finance, Mathematics or other quantitative discipline

- 5+ years of experience in a risk management or trading related role

- Understanding of VaR and other risk management methods (Greeks, Scenarios, - )

- Derivatives knowledge

- Experience with Regulatory projects

- Strong English skills

- Team Player with ability to work independently

- Self-starter with ability to perform under pressure

- VBA Skills, knowledge of Credit Suisse risk system infrastructure, Bloomberg are a plus

- FRM, CFA