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HR at Credit Suisse
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Credit Suisse - Market Risk & Liquidity Management Role - CVA Capital (3-7 yrs)
Market Risk & Liquidity Management Role - CVA Capital
Introduction:
MLRM team is group of risk managers, who liaise with different stake-holders, in risk management process, like Traders, Quants and Scenarios for setting up and maintaining risk appetite of individual cluster and bank as a whole through:
- Limits Management including approvals
- Risk, CVA and Market RWA and VAR Sign off
- Business scenarios and regulatory stress analysis
- Pre Trade Approval ( PTA)
- Model Risk and Methodology Review
- Exposure Impact Rus
- Projects
Apart from standard risk management function a candidate is expected to develop a deep understanding of the underlying risk infrastructure, coordinate with different teams in setting up different system which helps in signing off risk, limits and scenarios as per given requirement .
Skill set required:
- Business knowledge: Knowledge of counterparty credit risk concepts including CVA/DVA/FVA/RWA pricing at portfolio level. Knowledge of EPE/ENE/EE profiles, Capital Optimization and MTM grid generation. Drivers for portfolio exposure and underlying risk factors including cross risk.
- Product Knowledge: In-depth understanding linear and non-linear products like Futures, Option, Swaption, IRS, Bond, CDS etc. Deep understanding of Option Greeks and its underlying dynamics.
- Technical Knowledge: High level understanding of MS Excel, VBA coding. Knowledge of basic statistical concepts like correlation, regression would be an added plus.
- Soft skills: Risk Managers need to work with different teams. Excellent written and verbal skills are expected.
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