An exciting position playing a key role in the development of a Banking Book Market Risk System leveraged by Credit Suisse Group and several Legal Entities. You will be part of a team operating across the globe and will possess excellent communication skills and a positive attitude to organizational change.
The Market Risk Data Management and Control (DMC) team is responsible for monitoring data quality on the input feeds for Market Risk calculations.
The opportunity to coordinate closely with IT to ensure the daily feed loading process is completed without any issues
The responsibility to analyze and remediate exceptions by coordinating with upstream data providers
The possibility to proactively monitor and coordinate strategic resolution of records with erroneous data elements
The challenge to perform variance analysis on risk sensitivities important within the Banking Book such as DV01 and Net Interest Income at risk
The responsibility to raise the issues requiring strategic remediation with the Data Governance Remediation forum
Close collaboration with the Risk Reporting and Market and Liquidity Risk Management teams to identify and resolve issues within a time critical environment.
We are open to discussing flexible / agile working
3 - 5 years of work experience in the financial services industry (ideally in an investment bank or large financial services organization) within a risk or accounting function
Highly numerate, experienced user of MS Office products, in particular Excel and Power Point
A basic understanding of market risk concepts like VaR, risk sensitivities, derivatives, loans and deposits and other financial products is required. Previous exposure to VAR Models and methodologies is an advantage.
Strong analytical and problem solving skills paired with effective communication skills, especially in managing stakeholders
Delivery focused, ambitious team player who is also able to work independently
Fluency in English; German skills are of advantage
Excellent IT understanding to carry out systems/data analysis and the ability to use tools effectively including: