Capital Adequacy & Stress Testing

Credit Suisse


United States-NC-Raleigh | Full-time | Corporate Functions | English

We Offer

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.

  • You will identify and analyze market risk across all business areas and asset classes within defined portfolios across Legal Entities and Business divisions.
  • You will monitor Market and Enterprise risk measures for portfolios and provide analysis used by senior management on relevant time horizons.
  • You will have the opportunity to represent Portfolio Market Risk to Senior Management, and responsible for the presentation of analysis and commentary.
  • You will provide analysis and commentary on VaR, Economic Capital, Scenarios, Sensitivities and Exposure measures and stress tests.
  • You will build presentations required for Senior Management and various Committees covering key risk metrics and drivers of risk.
  • You will 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, Risk Management VaR and various Stress Scenarios.
  • You will provide analysis of model/methodology changes and the impact to Portfolio Risk Metrics and Capital.
  • You will have the opportunity to liaise with Business Risk Managers on the portfolio, understanding and analyzing drivers of risk and capital measure changes including regulatory risk measures.
  • You are responsible for the development of analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.


Credit Suisse maintains a Working Flexibility Policy,  subject to the terms as set forth in the Credit Suisse United States Employment Handbook.

You Offer

  • 4 years of work experience in Market Risk or related areas.
  • Deep understanding of Market Risk metrics such as VaR and sensitivities.
  • Proven communication skills and ability to pull together presentations required for Senior Governance forums.
  • Solid Excel, VBA and Power Point skill required.


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Confirmed 3 hours ago. Posted 30+ days ago.

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