Credit Suisse - ENO - Credit Risk Analytics

We offer:

- Collaborate with London counterparts in rolling out enhancements/methodology changes in credit scenarios stress testing framework.

- Analyze the stress testing and scenario analysis reports and validate the scenario impacts.

- Prepare regulatory stress testing submissions.

- Report risk drivers that are causing these changes and identify any data issues

- Create new scenarios and maintain the scenario definitions as required.

- Raise data issues with controls team and follow up for resolution

- Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to:

a) calculate counterparty exposures for particular product types

b) update parameters that are used in counterparty exposure calculations

c) assess model performance (back testing)

You offer:

- Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)

- MBA/Analytical/Numerical degree

- Should have knowledge of basic programming, algorithm.

- Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.

- Being responsible for deliverables.

- Good Communication skills.

- Highly Detail Oriented