- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 20 Jul 18
Stress Testing Analyst # 111061
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.
Credit Suisse is seeking a risk analyst to support the Scenario Analytics work stream within the Credit Analytics CRM stress testing team in London. This function works closely with all credit functions, IT, reporting functions, ERM, and Finance and plays a key role in delivering internal as well as external stress tests for the bank.
- Validation of implementation of credit risk methodologies.
- Streamlining of scenario execution processes and propose areas of improvement, working with respective Change, IT and CRM teams.
- Project related infrastructure improvement and rolling out of developed methodologies.
- Main point of contact for Scenario execution and analysis for regulatory purposes as well as internal senior management.
- Liaison with Enterprise Risk function, IT, Finance, Credit Officers for day to day queries and ad hoc analyses.
- Pre deal trade requests to support Trading and Credit Risk Management.
- Competitive salary
- Advert ends 27th July 2018
Open to discussing flexible/agile working.
- Deep understanding of complex credit risk concepts.
- Knowledge of counterparty credit risk stress testing.
- Solid SQL required, data manipulation.
- Excellent written and verbal communication skills.
- Excellent understanding of derivative products - pricing and counterparty exposure profiles.
- A degree-level education (or equivalent) in a numerate discipline.
- Proven relevant commercial experience in Risk, Banking.
- Experience in Counterparty Risk, stress testing execution and capital stress tests.