Market Risk Manager
The role is for an experienced risk professional to join the MRM team responsible for Global Credit Products (Corporate Bonds, CDS, Leverage Loan, Credit Asset Finance, etc).
- Identifying and monitoring potential illiquid positions and portfolios within the credit business.
- Helping to build models to quantify incremental capital requirements for these positions and portfolios beyond that captured via Pillar 1 Capital.
- Designing, running and reviewing reports to monitor key risk sensitivities (CS01, CS1%, Vega, Gamma, IDR, etc) for the Global Credit Products ("GCP") business.
- Designing, reviewing and signing off on scenario results across various portfolios within GCP.
- Working with Front Office, IT and other risk groups on large firm wide regulatory initiatives related to the PRA's Firm Data Submission Framework (FDSF).
- Assisting the GCP teams in different locations with the submission of the FDSF results to the PRA. This will include but not be limited to signing off on results, analyzing and explaining any major changes.
You have completed an MBA or equivalent graduate degree and have at least four years of Investment Banking experience. Credit Suisse is noted for the diversity of its employees, and seeks people with a common set of abilities:
- You have a deep understanding of VaR and other risk management methods (Greeks, Scenarios etc).
- You can identify and develop methodology and perform independent quantitative stress testing analysis using statistical tools both for trading portfolios.
- You have Market Risk experience with deep knowledge of credit market products and risk management frameworks, preferably within Credit products.
- You possess the ability to independently interpret and discuss analytical data.
- You have analytical skills with focus on details and ability to understand complex structures.
- You are a self- starter who takes initiative and highly motivated; capable of working independently and as part of a team.
- You can work well in a demanding and time sensitive environment.
- You possess the ability to handle multiple assignments simultaneously, with strong attention to detail.
- Strong communication skills, both written and verbal.
- You are familiar with Bloomberg/Reuters.
- You have excellent system skills including Excel/Access with VBA & SQL.