- Raleigh, NC, USA
- Permanent, Full time
- Credit Suisse -
- 23 May 18
Portfolio Market Risk Analyst
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. The Risk Division has a broad range of responsibilities from Market, Enterprise, Credit, Operational and Liquidity Risk Management to risk and finance reporting, and includes 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 fulfil 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.
We are looking motivated and career-minded candidates for our Market Risk group.
- 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.
- Representing Market Risk to Senior Management in various committees, presenting analysis of the aggregate portfolio composition.
- Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
- Assist in developing and delivering relevant Monthly Risk MI for Senior Management within Market Risk and other senior business partners, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
- Create presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
- Build and maintain relationships with key relevant business partners, particularly within Market Risk, as required by the role. Work closely with key business 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 hold BSc Degree or equivalent (or higher) in a numerate subject.
- You have 1 - 4+ years experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
- You have strong technical writing skills and ability to articulate complex key concepts to non risk-expert audiences.
- You have strong analytical skills with attention to detail, strong controls mindset and willingness to enthusiastically investigate issues and develop solutions (both tactical and strategical).
- You have an advanced Excel and Power Point skills backed by extensive 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.
- You have deep understanding of financial derivative instruments, including use, valuation and risk.