05/01 Minu Thomas
Recruiter at Credit Suisse

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Credit Suisse - Market Risk Analyst - Economic Capital Model (2-3 yrs)

Mumbai Job Code: 650604

Market Risk Analyst - ERC


We offer :


- Play a central role in the development of a best in class Economic Capital model


- Understand how the Economic Capital model is used in a leading financial institution


- Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture


- Research alternative methodologies, and compare them; justify and test the chosen option


- Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes


- Collaborate with IT analysts and developers to implement changes to the model


- Assist in preparing presentations for senior management covering change impacts, methodology features, and capital implications


You offer :


- At least 2-3 years experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required


- The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.


- A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage


- General knowledge of risk issues, Securitized Products, and investment products, together with some programming skills would be also desirable


- Experience in methodology documentation is highly valued


- Ability to work well in a team and building relationships


- Ability to produce high quality, accurate work, under pressure and to tight deadlines


- Willingness to question and challenge the status quo and ability to provide alternative approaches

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