Raleigh Market Data Analyst # 109013

Credit Suisse -
Raleigh, NC, USA
Mar 15, 2018
Mar 17, 2018
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
We Offer
  • You will perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary.
  • You will identify areas of weakness in processes/systems and ensure that these are gained in the change management system.
  • Liaise with market data and other risk systems IT support to specify and test system improvements.
  • You will evaluate quality and suitability of existing source data, mappings, and instrument type categorizations and associated rules (including benching decisions).
  • Liaise with source data providers (e.g. Internal/external sources, Front Office Analysts) as necessary to ensure continued provision of quality data, and arrange support for new market data.
  • You will perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases.
  • Understand different VaR models and utmost move calculations to assess the impact of updates to market dataset.
  • Provide continued support for audit, model validation and regulatory response and remediation.

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

You Offer
  • You have Master's degree in the field of mathematics or finance/accounting or engineering.
  • Preferable to have additional certification courses like FRM/PRM/CFA.

  • Do you have an experience in the field of Credit/Market risk? (Preferably in the banking sector).
  • Do you have an understanding of different asset classes, risk classes and risk types and market data set?
  • Do you have an experience on working with external data providers such as Bloomberg/Reuters/Markit?
  • You have conceptual understanding of different VaR models and impact on VaR due to market moves.
  • You have an experience in preparation of regulatory reports shall be an added advantage.
  • Do you have the ability to work on MS Excel and manipulate large volumes of data?
  • You have an experience of around 2 years. (Preferably within risk management profile).