The new role will support the Fundamental Review of the Trading Book (FRTB) Internal Model Approach (IMA) delivery within the Global Market Risk – Portfolio Analysis team. The individual will be responsible for the analysis of portfolio changes and IMA eligibility testing (backtesting and P&L attribution testing), as well as compiling suitable MI to be shared with Senior Management. The candidate will design and implement new market risk dashboards and reporting as the Market Risk function migrates to a new risk management platform. Further they will be accountable for user experience testing of the new platform and expected to provide critical feedback and recommendations for potential user experience enhancements.
Your future colleagues
Opportunity to join the Global Market Risk function, specifically the Portfolio Analysis team which monitors the market risk profile of Credit Suisse Group AG, and its subsidiaries and business divisions. We are a team that is highly responsive and adaptive to the evolving risk profile and appetite of Credit Suisse Group AG. 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 cultural values
Your skills and experience
Seeking a self-starter who is looking for the opportunity to help shape the future of the Market Risk function within the organization. To be effective in this role you must be innovative and adaptive problem solver who can optimally communicate their ideas to a diverse set of internal business partners.
Proven experience of at least 5+ years in the financial services industry, ideally within Market Risk within a major bank or broker dealer
Excellent self-management skills (organization, goal setting, time management, etc.), with the capability to prioritize multiple initiatives at one time
Ability to communicate optimally with internal business partners from different functions and at all levels of management. Ability to both work collaboratively and autonomously; as well as navigate a complex organization
High attention to detail and accuracy
Detailed knowledge of financial instruments and market risk metrics (Value-at-Risk, Stress Testing, Greeks, etc.)
Familiarity with FRTB and IMA concepts is preferred but not required
Proficient in Microsoft Office applications (Excel/VBA, PowerPoint, Word)
Programming and/or database management and analysis experience is preferred but not required
Dedication to fostering an inclusive culture and value varied perspectives.
Your new employer
Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.
We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.
Credit Suisse complies with applicable federal, state, and local laws, as well as regulatory requirements, regarding considering of employment qualified individuals with criminal histories and prohibiting discrimination in employment in every jurisdiction in which it maintains facilities.
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