Enterprise Risk ENO - AVP # 104382
- Lead the delivery of analysis and Executive MI of Market Risk across all business areas and asset classes within US legal entities.
- Responsible for the delivery of Market Risk metrics for the aggregated US portfolio and provide analysis to be used by Risk Managers across the bank.
- Provide analysis on Market Risk model based Capital Measures such as Regulatory VaR, Stressed VaR, Incremental Risk Charge and internal measures such as Economic Capital and Risk Management VaR.
- Representing Market Risk to Senior Management in various committees, presenting analysis of the aggregate portfolio composition.
- Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
- You are to assist in creating and delivering meaningful Monthly Risk MI for Senior Management within Market Risk and other senior business partners, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
- You will build presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
- You will build and manage relationships with key meaningful business partners, particularly within Market Risk, as required by the role. Work closely with key business partners to review and improve quality of MI over time.
- You will support the management in the delivery of a sound governance process around the Risk MI's delivered by the team.
- You will lead the development of analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.
- You are responsible for the management of a team and ensuring they are developing through providing on the job training and formal training. Responsible for review and submissions of the team to any external parties and a lead contact for Portfolio Market Risk in Raleigh.
- You are expected to run as lead on many new initiatives and lead delivery for the team to key business partners.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- You hold BSc Degree or equivalent (or higher) in a numerate subject.
- You have +6 years experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
- Management of team and deliverables in prior role.
- You have strong technical writing skills and ability to articulate complex key concepts to non risk-expert audiences.
- You have strong analytical skills with attention to detail, strong controls mindset and willingness to proactively investigate issues and develop solutions (both tactical and strategical).
- You have an advanced Excel and Power Point skills backed by extensive working experience.
- Establishing, developing and automating processes, procedures and controls.
- You have deep understanding of multiple asset classes (i.e. Equity/ FX/ Commodities/ Rates/ Credit/ Securitized Products), including risk and valuation.
- You have deep understanding of financial derivative instruments, including use, valuation and risk.