Credit Suisse - Risk & Capital Analyst - Enterprise & Operational Risk & Control Framework (4-7 yrs)
Enterprise Strategic Risk - Risk & Capital Analyst
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.
We Offer :
The role is for a risk analyst within the Enterprise Risk Management - ICRA Team. The individual will be expected to perform cross metric comparison of movements in Economic Risk Capital (ERC), Risk Weighted Assets (RWA) and various scenario calibrations. Integrated Capital and Risk Analysis (ICRA) is used to carry out a cross risk metric comparisons and capital adequacy assessments. ICRA is also provided to FINMA and forms part of the Pillar II dialog.
- The purpose of the submission is intended to support FINMA's initiative for assessing the comparability of Swiss banks' risk frameworks by facilitating the provision of a quantitative, forward-looking assessment of the capital adequacy of the banking system and individual institutions within it.
- The role will cover a broad remit of both regulatory (RWA) and internal capital models (ERC and Scenarios) for Market Risk, Credit Risk, Operational Risk, Business Risk and other risks.
- The role requires providing explanations and documentation of existing models which gather all relevant risks across CS businesses. This is required to explain model difference between RWA, ERC and Scenarios for ease of cross comparison.
- Assist in preparing presentations for senior management covering methodology differences
- You hold a degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA or/and Accountancy would be an added advantage
- 4+ years experience in technical roles within Risk or similar functions.
- A strong understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of Pillar 1 metrics (VaR, Stressed VaR, IRC and Capital models).
- Previous experience in leading methodology development or methodology documentation would be advantageous
- Strong MS Office skills - Excel at high level a must
- You possess strong interpersonal, communication and analytical skills
- You have an experience of Market or/and Credit or/and an Operational Risk in a previous role
- Strong product knowledge in either one product area or good product knowledge across a variety of products
- Knowledge of MARS is an advantage
- You are ambitious, inventive and demonstrate good judgment.
- High level of integrity, sense of urgency, attention to detail and quality standards
Equal Opportunity Statement
Credit Suisse is an equal opportunity employer. Embracing diversity gives us a competitive advantage in the global marketplace and drives our success.
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