The Risk department is looking for a AVP in Risk Reporting to join the team in London.

ROLE SUMMARY:

Maintain Quality Sensitivities for FSA VaR
Implementing control and validation of FSA sensitivities and VaR on a daily basis.

THE ROLE INVOLVES:

Analyze accuracy and completeness of daily FSA risk information, ensuring that the complex trades are well represented in the risk system (Mars/RDS)
Judgment calls are often required in the context of the quality of the risk feeds which may lead to regressions.
This role involves interaction with risk-information team, Mars/RDS team. Communication skills are important.
CS is moving into a Dual VaR reporting regime Between FINMA and FSA approval. In this interim RMM needs to maintain the control and validation procedures around risk staying under FSA

TO QUALIFY YOU MUST POSSESS:

Basic knowledge risks involved in of traded credit products. Understanding of informational complexity of derivatives instruments.

As one of the world's leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. Credit Suisse is active in over 50 countries and employs approximately 46,000 people. Further information can be found at www.credit-suisse.com.

Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

Right place, perfect opportunity
www.credit-suisse.com/careers

Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.

To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and other background checks before the appointment is confirmed.