Market Risk – VaR Reporting recruitment
The role is for an experienced market risk analyst within the Consolidated VaR Reporting Team as part of the Strategic Risk Management Department. The individual will be expected to lead and drive several key inter and intra department relationships, presenting and packaging analysis to this diverse and varied forums. As a senior member of a 12 person team they will be expected to design and lead training of junior team members and of other SRM staff members.
The Role
Key tasks within the role will involve but are not limited to:
- Facing off to key stakeholders (i.e. Treasury, Finance Front Office) to explain at a level suitable to the stakeholder movements and drivers of the various models used within SRM. To be able to explain their linkage to market risk capital.
- Able to analyse movements and drivers of VaR, Stressed VaR, IRC down to the business line and product level, and to be able to discuss this level of detail within SRM to ascertain the trading strategy behind such positioning.
- Package and present analysis to senior management both within SRM and without, including a number of non-risk forums.
- Aid in the training and on-going education of team members.
Qualifications
- The applicant must hold a minimum of a university level degree or equivalent, post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an added advantage.
- Proven experience within a market risk department of an investment bank
- Strong product knowledge
Strong market risk technical skills - in depth knowledge of VaR
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.
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.
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.