Credit Suisse is Looking for MR Data Val And RR Equities Full Time

Market Risk Analytics team has a global presence and aligns with Risk Analytics & Solutions function within Chief Risk Officer (CRO) organization. Market Risk Analytics team is located across all major locations and is responsible for:

(1) Market Risk information management & reporting

(2) Managing development and implementation of risk and finance systems

(3) Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance

Market Risk Analytics is part of Risk Analytics & Solutions and is globally led by Chaitanya Shah. This opening is in Market Risk Baseline Analytics which comprises of approximately 90 staff. The team has presence in Mumbai and Poland locations. The team has the responsibility for end-to-end process to ensure completeness of underlying risk data, perform input data and calculated output validation checks (Level 2 & 3 checks) and preparation / distribution of Market Risk reports for Market

Risk measures such as VAR, ERC and IRC.

Market Risk Baseline Analytics team is seeking to recruit an ENO to join the team. The successful candidate will be part of Market Risk Baseline Analytics team in Mumbai.

The role involves:

.Understanding of dynamics of market data inputs, trade attributes and market risk sensitivities required for analyzing VAR/ERC/IRC movements

.Ensure completeness of the underlying sensitivity data perform exception clearing and necessary data adjustments

.Review and Validate material day- on-day changes in underlying risk sensitivities

.Liaise with respective IT and support teams to resolve any data related issues

.Review and Validate material day-on-day changes in calculated risk measures (VAR/ERC/IRC), accurately attributing to input data changes identified by Market Risk Data Management and Control Team, market data changes in time series and risk computation methodology changes

.Provide accurate and meaningful commentary to highlight driver(s) of material calculated risk measures (VAR/ERC/IRC) in validation templates

.Notification to Market Risk Reporting and Analytics team on a possible delay, reason of delay and ETA on completion of Market Risk measures validation process

.Perform Market Risk Data Quality Management to capture Time Series data / methodology issues if any. Inform and/or escalate to appropriate teams, and follow up on remediation plan in a timely manner

.Prepare and publish Market Risk reports to risk managers

.Understanding front-to-back data flows and system architecture

.To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and

.Working closely with the Business, IT Departments, Controllers, Operations, and your counterparts in other regions

.To participate in the roll out of enhancements in risk systems, processes, and data feeds

Your future colleagues

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