Market Risk Analyst # 122382
Posted on Jan 24, 2019 by Credit Suisse -
- Identify and analyze Market Risk across all business areas and asset classes within US legal entities.
- Monitor Market Risk metrics for the aggregated US portfolio and provide analysis to be used by Risk Managers across the bank.
- Provide analysis on Market Risk model based Capital Measures such as Regulatory VaR, Stressed VaR, Incremental Risk Charge and internal measures such as Economic Capital and Risk Management VaR.
- Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
- Assist in developing relevant Monthly Risk MI for Senior Management within Market Risk and other senior partners, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
- Provide input into presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
- Build and manage relationships with key relevant stakeholders, particularly within Market Risk, as required by the role. Work closely with key partners to review and improve quality of MI over time.
- Support the management in the delivery of a sound governance process around the Risk MI's delivered by the team.
- Development of analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- You have a BSc Degree or equivalent (or higher) in a numerate subject.
- Analytical skills with attention to detail, strong controls mindset and willingness to dedicatedly investigate issues and develop solutions (both tactical and strategical).
- You have Excel and Power Point skills backed by prior working experience.
- Establishing, developing and automating processes, procedures and controls.
- You have deep understanding of multiple asset classes (i.e. Equity/FX/ Commodities/Rates/Credit/Securitized Products), including risk and valuation.
- Proficiency in English: strong ability to communicate effectively in writing as well as having good verbal communication skills.
- Practical problem solving approach with strong risks and controls mindset.
- Self-motivated and willing to proactively take ownership of their assigned responsibilities.
- Ability to deliver results by interacting with other team members and with various teams in the bank, as well as to work independently showing a dedicated attitude.
- You are well organized with the ability to multi-task, prioritize and meet deadlines.
- You have the ability to be an integral part of a dynamic and international team across locations.
- You have the ability to work under pressure and balance priorities.