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Jun. Market Risk Manager

Employer
Credit Suisse
Location
Mumbai, India
Salary
Competitive
Closing date
Apr 22, 2021

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
An exciting opportunity to join a high visibility Market Risk Quantification team in Mumbai, within the Global Market Risk (GMR) organization, focused on the Investment Banking- Fixed Income and Wealth Management Business. Market Risk Quantification team is mandated to deliver core market risk functions including, daily review and analysis of risk and capital metrics at business line and portfolio level, portfolio deep-dives, pre-trade analysis and host of ad-hoc risk analytics functions. Team is business line aligned, delivering these services across Credit, Equity, GTS business-lines and overall portfolio. The role offers excellent learning and career growth opportunities, interaction with cross-regional departments across Chief Risk and Compliance Org (CRCO), and collaborates with senior risk managers.
Primary Responsibilities:
This role would be within the team responsible for covering the trading businesses within Fixed Income & Wealth Management - Rates and FX businesses. The applicant will need to have exposure to risk management fundamentals, strong verbal and written communication skills combined with an understanding of financial markets. Exposure to derivative pricing concepts including MTM and P&L attribution or strong quantitative background will be an advantage.
The role is responsible to deliver the following critical functions for Rates and FX business:
  • Daily analysis and sign-off on key capital metrics (VaR, SVaR and IRC) for the portfolio
  • Seek to ensure accurate risk capture, in conjunction with reporting, IT and market data teams
  • Analyze key risk and position moves and provide commentary where necessary
  • Daily analysis of limits and flags utilizations, and highlighting any trends not in line with risk appetite
  • RNIVs's analysis and sign-off Validation of regulatory, cluster specific and group scenarios.
  • Assist with scenarios calibration and related analytics where necessary
  • Assist with ad hoc analytics and projects including impact testing, PTA analysis, methodology review and data quality remediation projects
Your future colleagues
The Chief Risk and Compliance Officer (CRO) Division acts as guardian of the bank's risk appetite and provides effective and independent risk oversight: Challenge and proactively engage with the business in shaping its risk profile, strengthening the first Line of Defense (LoD) and aligning its strategy execution with shareholders' and regulatory requirements. Maintain a comprehensive bank-wide risk appetite framework and run well-controlled risk processes ensuring an effective bank-wide second LoD. Provide business partners with transparency on all risk-related matters and ensure timely assessment and reporting. Continuously strengthen the risk function by attracting, developing and retaining top talents and cultivate continuous learning throughout the organization.
You will work within a team having age, cultural and gender diversity. Ideas, thoughts and opinions are openly discussed/effectively communicated to keep track of the progress and working efficiently together on tasks. The team members have a sense of belonging, are supportive who contribute their fair share and fully understand their responsibilities. We enjoy each other's company in office and also get together outside of office to socialize from time to time having some phenomenal fun.
The department values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global cultural values

You Offer

You are expected to possess the below:
  • Market Risk Professional with strong analytical acumen
  • Graduate or post graduate degree in Finance, Economics, Engineering or other numerate field
  • 0-3 years of relevant market risk experience, preferably in Rates and FX space
  • Self-starter, with ability to work independently, take ownership of tasks, and deliver under tight timelines as well as thrive under pressure
  • Outstanding interpersonal ability, attention to detail and quality driven personality.
  • Experience with Value at Risk (VaR) models
  • Experience and knowledge of Rates and FX products (both Linear and Exotics)
  • Proficiency in MS Office (focus on Excel and Powerpoint). Knowledge of programming languages such as R/Python and SQL skill set a plus CFA or FRM certification a plus.
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work


Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

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