Market Risk Reporting recruitment

Job Description  
 Being the coordinator and face off of RAR in London, the EU lead will also support other RAR teams (Market Risk Reporting, Quality Assurance Review Team), mainly supporting Strategic Risk Manager (SRM) team including (Risk Manager, Market risk scenarios, Economic Capital) and liaising with  Time series database teams for any new methodology implementation. The team lead also work closely with IT team from Front Office IT, Risk IT including RDS and MARS to make sure smooth and thorough implementation with reasonable control.

The role involves:

• As RAR representative, work closely with main client: SRM – Risk manager and other stakeholders to understand requirements, agree on project prioritisation, maintain regular communication on project status.

• Face off Front Office IT, Risk IT and methodology teams on any new requirements, design solution and implementation.

• Project coordinator for feeds related implementation and infrastructure change. Manage the project timeline, UAT, regression testing and release to production. Ensure relevant data related functionality is in place as part of the implementation.

• Analyze Market Risk regulatory requirement by determining risk drivers and possible impacts.

• Have a mix of functional and secondary management responsibility for London and possibly Asia based team members by managing team deliveries and ensuring training opportunities. 

• Manage multiple projects for EU team and liaising with MRI from other region in Asia and US. 
 Qualifications  

To qualify, you must possess:

A suitable candidate would be educated to degree level, preferably in Financial or Engineering/Computer subject.  They should have proven experience working in a professional environment (Investment Bank preferred).  An advanced degree in finance or a quantitative science and/or a professional qualification such as CFA or FRM would be desirable.

The candidate should have good communication skills in English (both written and orally) and good organizational skills.

The candidate needs to be familiar with Greeks sensitivity, VaR methodology, product knowledge in varied derivative instruments and their characteristics (e.g. use, pricing, risk, and hedge) across asset classes (Equity, Fixed Income, Commodities). Knowledge of Credit risk, stress testing and how potential Market exposure is calculated would be an advantage.  Knowledge on Incremental Risk Charge (IRC) is also an advantage. The candidate must be able to rapidly grasp, apply and explain detailed technical concepts.

The candidate would have exposure to market risk data capture implementation projects on a full scale across various asset classes and have worked closely with relevant teams (quantitative, methodology, front office and risk information technology and market risk reporting teams) from source to implementation.

The candidate should be comfortable working with desk top computer applications and large database. Experience of programming would be an advantage.

Essential requirement is for the candidate to have excellent stakeholder management skills, produce high quality work under pressure and meet tight deadlines.  
 

Company Profile  
As one of the world's leading financial services group, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide.  Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. The Credit Suisse Group is active in over 50 countries and employs approximately 40,000 people.  Further information can be found at www.credit-suisse.com.

Cultural diversity is essential to our success.  As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.  
 

Right place, perfect opportunity
www.credit-suisse.com/careers  
 

Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.

To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and other background checks before the appointment is confirmed.