Credit Suisse - Market Risk/Stress Testing Role

We Offer

A brand new opportunity to join an expanding team in the EORM change space focused on the execution of a multi year programme part of CRO top initiatives. The SSTP programme is a global programme running all the way to 2020 to upgrade CS capabilities and processes to run stress testing across the group, all divisions and legal entities. This specific role is a hybrid BA / PM role to support the design, implementation and roll out of the RDX / EDA platform and the related update to the market risk stress testing process. The objective is to build the strategic platform for market risk scenario definition, calculation and results storage in line with the firm target architecture and process, including leverage of innovation technologies for results rationalization and re-use.

In this role, you will work with a set of stakeholder all the way to division level management, across GMRM, RFDAR, FO, and RFIT, as well as interactions with the other risk functions. The SSTP programme is a FINMA committed programme

You Offer

We are looking for a motivated candidate ready to take on a complex and long-term project involving

- Business and technical requirement analysis across all market risk products and scenarios

- Project management skills

- Stakeholder management skills

- Market risk knowledge

- Stress testing knowledge

As additional background the candidate could have :

- Credit risk understanding

- Wider Pillar II capital knowledge

- Big data knowledge