Ass. Risk Management Reporter

Credit Suisse

Responsibilities
Workhours
Qualifications

India-Mumbai-Mumbai | Full-time | Corporate Functions | English

We Offer

RFDAR is globally led by Melanie Neill and reports to the Chief Risk Officer (CRO); the function is located across all major locations  and is responsible for:

  • Market risk information management & reporting

  • Credit risk information management & reporting

  • Finance information management and capital reporting

  • Operational risk information management and reporting

  • Managing development and implementation of risk and finance systems

  • Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance

 

The RFDAR Market Risk – Risk Reporting is part of RFDAR and is globally led by Gulsh Mandair. Market Risk- Risk Reporting comprises approximately 60+ staff globally with presence in Mumbai, Wroclaw, Singapore, London and New York.  The team has overall responsibility for Stakeholder management & ownership of Market Risk Reports for risk and finance data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as Market Risk Managers.

 

The Market Risk – Risk Reporting Team in Mumbai is seeking to recruit a Market Risk Analyst to join the growing team. The successful candidate will be responsible for producing & owning Market Risk Reports for cluster level risk sign off on daily basis.

The incumbent would be needed to build and maintain healthy relationship with various Stakeholders to enable faster and accurate cluster risk approval on daily basis by taking ownership of all risks data, providing sufficient explanation and doing deep dives with Risk Managers to provide complete and accurate Risk picture to the business. This also means building and talking to senior management, regulators and traders as well as other downstream users.

 

Role covers:

  • Production and validation of daily Risk Reports for cluster risk sign off in timely and accurate manner.

  • Liaising with stakeholders and Market Risk Managers to provide complete risk picture for the day.

  • Building explain-capability by providing deep dives to risk movements and portfolio exposure on day to day basis.

  • Ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on portfolio, impact of product behavior on sensitivities among other approaches

  • Working closely with other RFDAR teams to ensure timely and accurately risk reporting.

  • Implement and own various Risk Reports produced by RFDAR- Risk Reporting

  • Implement and own the Control Framework for all risk and finance data

  • 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 initiatives, from R&A perspective     

You Offer

  • Strong analytical skills

  • Knowledge of financial products, financial markets and at least one asset class (Equity/Fixed Income/Commodity)

  • Good understanding of market risk methodologies: VAR and other risk measures.

  • Good understanding of financial Greeks and their relation in the calculation of various risk measures for specific products.

  • Proficiency in MS Excel, VBA knowledge would be desirable

  • Qualifications:

  • Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.

  • Completed or currently taking the CFA or FRM qualifications would be highly desirable
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Confirmed a day ago. Posted 30+ days ago.

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