Market Risk Manager- Fed Full Reval Scenarios
- Employer
- Credit Suisse -
- Location
- Mumbai, India
- Salary
- Competitive
- Closing date
- Jul 20, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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We Offer
Coordinate end to end FFR process including:
You Offer
Coordinate end to end FFR process including:
- You will drive the overall effort of scenario selection, recommendation and final approval by the Scenarios Steering Committee.
- You will coordinate the implementation of the relevant scenarios by liaising with IT and scenarios execution team.
- You will do initial results assessment of the Full Reval scenario results. Identification and resolution of issues by liaising with IT/Scenarios.
- Analysis of the Full reveal results Vs Partial / Sensitivity based approach to identify the drivers/root cause of the skew between the two.
- Presentation of assessment to the Scenarios Steering Committee to obtain necessary approvals
You Offer
- You have 1-4 experience in an investment bank or a consultancy with exposure to market risk / scenarios / stress testing space.
- You have good quantitative background. Experience in multiple asset classes a plus.
- You have advanced Excel skills (VBA) & Strong analytical skills with great attention to details.
- You have deep understanding of VaR and data analysis.
- You have strong communication and interpersonal skills.
- You have professional qualifications like FRM/ PRM/CFA would be an advantage.
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