Market Risk Manager- Fed Full Reval Scenarios

Employer
Credit Suisse -
Location
Mumbai, India
Salary
Competitive
Posted
Jul 19, 2019
Closes
Jul 25, 2019
Ref
6158483
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
We 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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