- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 22 Apr 18
Credit Risk Portfolio & Strategy Manager # 108345
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision-making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
Are you keen to work in an exciting and challenging role with diverse responsibilities covering portfolio risk management and strategic change within EMEA Credit Risk? You will contribute as part of a highly motivated team with the following responsibilities:
- Development of stress testing and scenario approaches used in the credit risk appetite framework and internal capital adequacy (ICAAP) assessments
- Integration and embedding the use of credit risk economic capital
- Review and challenge of strategic business initiatives to ensure portfolio concentration risks are appropriately considered in credit risk appetite and stress testing frameworks
- Liaison with Credit Risk Analytics and Enterprise Risk Management functions to ensure connectivity in stress testing & scenario frameworks
- Collaboration with colleagues in other global portfolio management teams to strengthen alignment of the credit risk appetite framework across legal entity, divisions & regions
- Support of event risk management activities (e.g. Brexit, geo-political instability etc.) and contribute to deep-dive portfolio reviews
- Input to strategic programmes that deliver change for CRM.
Open to discussing flexible/agile working.
- She / he will have a completed Master's or PhD degree in a quantitative discipline or equivalent work experience
- You will have extensive commercial experience in risk management with experience in a stress testing or portfolio management discipline
- Ability to communicate complicated business and technical ideas clearly and visually to senior management & other business partners
- Experience in implementing change effectively
- Awareness of the PRA regulatory agenda and a deep understanding of the Pillar 2 capital framework
- Proficient communication skills in English
- Excellent MS-Office skills