Consolidation Reporting Analyst #097685
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. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and 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 fulfill 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.
This role is within Risk Analytics and Reporting in the Global Consolidation team which is responsible for calculating the market risk capital analysis for Credit Suisse.
As part of the Consolidated Reporting Group you will be responsible for leading the reporting and analysis of entity specific risk information, covering the specific limit framework, Market Risk capital calculations and Risk Management review.
You will be responsible for the analysis of capital, requiring an understanding of VaR, SVaR and IRC, and an ability to explain to senior management.
You will build and handle relationships with key partners and data providers (i.e. MRM, CRO IT and other RFDAR teams) to be able to obtain data and explanations of positions to be able to complete analysis of variance in capital.
You will be responsible for presenting analysis to senior management both within RFDAR and a wider CS audience, including a number of non-risk forums e.g. Finance
- Production and distribution of market risk Volcker reports including investigation and analysis of exceptions, data integrity and methodology issues.
- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches, knowledge of a Risk Systems is an advantage.
- Working with the Project Managers, Business, IT Departments and your counterparts in other regions. This will involve co-ordination of multiple
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.labaa
- Completed or currently taking the CFA or FRM qualifications would be desirable.
- Up to 4 years experience in Market Risk, Product Control, Auditing (Financial Services) or related control function
- Knowledge of financial products, financial markets, Volcker regulatory requirements.
- Proficient analytical skills and working knowledge of market risk systems.
- Proficient spreadsheet and database skills (incl. basic knowledge of VBA
- Detailed understanding of market risk methodologies: VAR and other risk measures.
- Proficiency in MS Excel and MS Access
- Proficient VBA and SQL knowledge preferred.