Credit Suisse Hiring for Market Risk Manager #182998 at Mumbai, India Full Time

An exciting opportunity to join a high visibility Market Risk Quantification team in Mumbai, within the Global Credit Products (GCP) franchise. The team is mandated to deliver core market risk functions including, daily review and analysis of risk and capital metrics for business line and portfolio, portfolio deep-dives, pre-trade analysis and host of ad-hoc risk analytics functions. The role offers excellent learning and career growth opportunities, interaction with cross-regional departments across Chief Risk and Compliance Org (CRCO), and work with senior risk managers. Primary Responsibilities This role would within the team responsible for covering the trading businesses within Global Credit Products (GCP). 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: * Review and analyze FRTB inputs and capital outputs for both Standardized (SA) and Internal Models Approach (IMA) * Review back-testing exceptions and PL attribution test results to facilitate IMA eligibility for trading desks in scope * Test and provide inputs to developmental work on next generation technology including, EDA, Foundry and self-service reporting infrastructure * Highlight the Data Quality methodology issues arising out of these reviews for remediation * Seek to provide key inputs towards developing “what-if” analysis capabilities, in order to run ad-hoc risk analyses related to FRTB capital metrics * Analyze key capital metrics (VaR, SVaR, IRC and RNIV) for the portfolio 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 clarity on all risk-related matters and ensure timely assessment and reported. 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/optimally communicated to keep track of the progress and working efficiently together on tasks. The team members have a sense of belonging, are encouraging, 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 great fun. We are a department which 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 are expected to possess the below: * Experienced Market Risk Professional with strong analytical acumen together with the interpersonal ability * Graduate or post graduate degree in Finance, Economics, Engineering or other numerate field * 0-4 years of market risk experience, preferably in Credit, Rates or Equities asset class * Experience with Value at Risk (VaR), IRC, Risk Not in VaR (RNIV) or FRTB models * Experience and knowledge of credit products such as Credit Default Swaps, corporate bonds, credit indices, credit index swaptions along with their PL/risk drivers such as interest rate, credit spread, volatility will be a definite plus * Self-starter, attention to detail and positive attitude * Can manage workload and thrive under pressure * Proficient in programming languages such as R/Python and SQL * CFA or FRM certification a plus * Dedication to fostering an inclusive culture and value diverse perspectives Job: Risk Management* *Title: *Market Risk Manager #182998 Location: India-Mumbai-Mumbai Requisition ID: 182998