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Vandana Negi

CWR at Credit Suisse

Last Login: 20 March 2023

280

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81

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RECRUITER ACTIONS

Job Code

1154399

Credit Suisse - Vice President/Stress Testing Lead - Enterprise Risk Management

9 - 13 Years.Mumbai
Posted 1 year ago
Posted 1 year ago

Credit Suisse - Vice President - Stress Testing Lead - Enterprise Risk Management (9-13 yrs)

Your field of responsibility :

- An outstanding opportunity to join us in this role where you will become part of Credit Suisse's Group ERM function responsible for stress testing which is used for internal risk management/business planning and regulatory requirements.

- You will be responsible for the execution of Pre-Provision Net Revenue (PPNR) stressed projections.

- You will be required to coordinate and collaborate with divisional Chief Finance Officer (CFO) function's senior management to understand the flow of PPNR models and execution during Stress Testing cycle.

In addition, oversee the Stressed Leverage Exposure and Balance Sheet projections for Group Stress Testing. You will:


- Be working with PPNR modelling teams and executing/ implementing existing stress testing methodologies and presenting to senior management.

- Be working closely with Group and divisional CFO teams to understand the flow of PPNR models and execution during Stress Testing cycle.

- Be responsible for ownership of multiple deliverables within our Stress Testing systems such as ProPL and PACE, which are Credit's Suisse's stress testing applications primarily used.

- In addition, you will also be responsible for development, oversight and execution of Stressed Leverage Exposure and Balance Sheet projections for Group Stress Testing.

- This is an outstanding yet challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions to add value/ contribute on scenario insights.

- The results of the developed stress testing approaches would also feed into internal risk appetite process for Credit Suisse.

- You are expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from CFO and CRO teams, Quant Strats, Senior Management and Regulators.

Your future colleagues :

- By joining the Global Stress Testing group you will be fostering and working with market modelling teams on improving existing embedding of Group PPNR approaches and presenting to senior management. This would involve working closely with divisional CFO /CRO/COO teams as well as the PPNR modelling teams.

- We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values.

Your skills and experience :

Credit Suisse considers the following requirements as desirable for this role :

- 6+ years proven experience of having worked in a risk modelling/analytics function, preferably in PPNR model development or validation role

- Detailed understanding of financial modelling preferably with a quantitative / statistical back-ground

- Detailed understanding of stress testing methodology, especially around aspects of revenue and asset projections (preferably on Investment Banking side)

- Preferably proven experience of working with a global investment bank or other similar global financial institution

- Ability to present complex issues to senior business partners in a simple way. Demonstrate strong problem solving skills and proven ability to manage work well under pressure

- Outstanding interpersonal and communication skills. High level of integrity, sense of urgency, attention to detail and quality standards

- Dedication to fostering an inclusive culture and value diverse perspectives

Your new employer :

- Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

- We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

- Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive ad-vantage in the global marketplace and drives our success.

- Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law.

- If you require assistance during the recruitment process, please let your recruiter know. Credit Suisse complies with applicable federal, state, and local laws, as well as regulatory requirements, regarding considering of employment qualified individuals with criminal histories and prohibiting discrimination in employment in every jurisdiction in which it maintains facilities.

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Posted By

user_img

Vandana Negi

CWR at Credit Suisse

Last Login: 20 March 2023

280

JOB VIEWS

81

APPLICATIONS

24

RECRUITER ACTIONS

Job Code

1154399

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