Market Risk Analyst Market Risk Analyst …

Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Last application, 21 Jan 21
Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Last application, 21 Jan 21
Credit Suisse
Market Risk 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
Quantitative Strategies (Quant Strats): The Quant Strats group is responsible for producing state-of-the-art pricing, trading and risk management models across a range of business for Credit Suisse. The group's mandate covers all major asset classes. Quant Strats operates globally with 180 members located in business centres in New York, London, Zurich, Sao Paulo, Hong Kong, and Singapore. There are now 60 employees in the Quant Strats group in Poland representing a large and growing part of the global franchise.
The Quant Strats group carries out a range of activities that include the creation of sophisticated mathematical models for the valuation and risk-management of complex derivatives, development of the analytics platform used to deliver models and driving the use of these models throughout the bank. The work varies from tactical responses to movements in global markets to longer term strategic projects to improve our pricing and risk management offerings.
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 Conduct and Ethics Standards
We are looking for a talented and motivated individual to join the EDA platform Team in Mumbai.
EDA is the new Credit Suisse strategic risk platform and this role is within the EDA platform team. This team is focusing on the build out of the EDA platform to incorporate new calculations, initially focusing on Fundamental Review of the Trading Book (FRTB).
Key Responsibilities
  • Working with the methodology and risk management systems IT teams to ensure that new requirements are documented, understood and implementable
  • Leading the investigations into issues identified in the reconciliation processes that are examining
  • The risk results fed to EDA from upstream front office systems
  • The results of the calculations performed in EDA for the new FRTB calculations
  • Participate in business working groups to understand the capital impact of the new FRTB regulations and explore approaches to optimise the resultant capital charges

You Offer
  • Understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application
  • An undergraduate degree with honours in a quantitative field such as Computer Science, Engineering, Applied Mathematics, or Physics or commercial experience at an equivalent level.
  • Previous market risk experience
  • Experience in Programming
  • Comfort with mathematical concepts
  • Good communication skills
  • Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time under pressure with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards
The following will be advantageous:
  • Experience in Python
  • Experience of FRTB implementations.

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