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Tuhina Mathur

Recruiter at Credit Suisse

Last Login: 13 November 2018

Job Views:  
2369
Applications:  392
Recruiter’s Activity:  48

Job Code

509440

Credit Suisse - ENO - Market Risk Reporting Scenario

0 - 4 Years.Mumbai
Posted 6 years ago
Posted 6 years ago

We offer:

- Ability to work as an individual contributor as well as work with team.

- Good stakeholder management skills.

- Strong knowledge of derivative products (preferably of Equities and/or Rates asset class) and their market risk dynamics.

- Understanding of end-to-end market risk scenarios process framework and workflow for Rates as well as other asset classes such as FX, Equity, Commodity, Credit and EMG businesses.

- Propose, calibrate & implement business cluster / regulatory specific scenarios in liaison with individual clusters / global scenarios team.

- Deliver detailed scenario risk reports & analysis to Trading desks / Business clusters / Regulators / Higher management.

- Analyze & comment on scenario risk moves for respective business clusters explaining underlying risk dynamics & drivers under market scenario conditions.

- Interact with scenario counterparts who are primarily the business clusters/desk to provide in-depth analysis on the market risk scenario dynamics.Overview of the department / team (team size, backgrounds, personalities

- RFDAR is globally led by Melanie Neill and reports to the Chief Risk Officer (CRO); the function is located across all major locations and is responsible for:

- Market risk information management & reporting

- Credit risk information management & reporting

- Finance information management and capital reporting

- Operational risk information management and reporting

- Managing development and implementation of risk and finance systems

- Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance. The RFDAR - Risk Reporting is part of RFDAR and is globally led by Gulsh Mandair. Market Risk- Risk Reporting comprises approximately 60+ staff globally with presence in Mumbai, Wroclaw, Singapore, London and New York. The team has overall responsibility for Stakeholder management & ownership of Market Risk Reports for risk and finance data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as Market Risk Managers. Challenges in this role:

- Challenging time line for delivery of critical book of work items.

- On the job learning thus faster adaptation would be the key.

- Strong Analysis skills to analyze and comment on complex data inputs.

You offer :

- Master's Degree in Finance/Economics or Bachelor's Degree with FRM/CFA certification

- Experience with systems and process based risk reporting and analysis.

- Excellent advance Microsoft EXCEL skills (prior hands on experience I VB scripting skill is added advantage).

- Professional qualification with degree in Computers/Engineering /Finance/Accounting.

- Be a fast learner and team contributor.

Candidate Value Proposition:

This will give one a thorough understanding of how projects are undertaken in Investment bank with hands on experience of Market Risk Scenario reporting and a unique opportunity to work on challenging assignments equal to Full Time Employees.

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Posted By

user_img

Tuhina Mathur

Recruiter at Credit Suisse

Last Login: 13 November 2018

Job Views:  
2369
Applications:  392
Recruiter’s Activity:  48

Job Code

509440

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