05/08 Manaal Kate
HR at Credit Suisse

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Credit Suisse - Market Risk & Liquidity Management Role - CVA Capital (3-7 yrs)

Mumbai Job Code: 728517

Market Risk & Liquidity Management Role - CVA Capital


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.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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