Description
MARKET RISK ANALYST - INVESTMENT BANKING
Canary Wharf - 6 months
OVERVIEW
The role is within Risk Analytics and Reporting in the Global Consolidation team which is responsible for calculating the market risk capital analysis for Credit Suisse. As part of the Consolidated Reporting Group the applicant will be responsible for overseeing the reporting and analysis of entity specific risk information, covering the specific limit framework, Market Risk capital calculations and Risk Management review.
RESPONSIBILITIES
* Analysis of capital, requiring an understanding of VaR, SVaR and IRC, and an aliaising with senior management.
* Specifically looking at the development of the Fundamental Trading Book Review roll out.
* Build and manage relationships with key stakeholders and data providers (ie SRM and other FRDAR teams) to be able to obtain data and explanations of positions to be able to complete analysis of variance in capital.
* To package and present analysis to senior management both within RFDAR and a wider CS audience, including a number of non-risk forums eg Finance
SKILLS AND EXPERIENCE REQUIRED
* Good communication skills; Attention to detail; Strong control mind-set.
* Strong analytical skills and excel knowledge, understanding of market risk regulatory capital components (eg: VaR, Stressed VaR, Risk not in VaR and IRC).
* Experience in financial markets and risk management would be preferable with a Quantitative/Financial Undergraduate Degree
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.