Risk Modeler Risk Modeler …

Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Be the first to apply
Credit Suisse
in Mumbai, Maharashtra, India
Permanent, Full time
Be the first to apply
Credit Suisse
Risk Modeler
We Offer
The Enterprise Risk APAC intends to outsource "APAC CRO Enterprise Risk Management" function from CS Services AG, Singapore Branch to Credit Suisse Business Analytics.
We are a department that values Diversity and Inclusion (D&I) and are committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
Job Responsibilities New Business
  • You will be the Single CRO Signoff coordinator to attend kickoff and Working Group meetings held by the Central New Business and Central Project Team (Project Services).
  • As the key coordinator within APAC CRO you will ensure that the Credit Risk Management, Market Risk Management, Liquidity & Treasury Risk Management and Non-Traded Financial Risk Management (operational risk) perform risk assessment and document the outcome of the assessment for both TG2 and TG3.
  • Able to understand and liaise with respective risk managers from Credit Risk, Market Risk, Treasury & Liquidity Risk, Operational Risk and RFDAR (reporting) to ensure outstanding issues and associated risks are clearly documented in New Business reviews.
  • You will obtain the signoff from Internal Approvers and Designated Approvers for APAC CRO.
  • You will liaise with CRO COO and other DA from other regions for New Business that has an effect on other regions. In addition, you will also be liaising with the relevant risk department for upcoming Post Implementation Reviews (PIR) to ensure closure or rollover of the PIR points in the Central New Business database.
  • You will perform MI report for the status of the New Business.
  • Manage the business continuity plan and outsource arrangements for ERM function and supporting crisis response planning.
  • BCBS239 compliance -crisis reporting
  • Provide review on the Crisis reporting response plan and conduct exercise
  • Acting secretary for APAC RMC, which includes and not limited to RMC planning/logistics, co-ordination of agenda topics/presentation, adhering to RMC governance requirement, followup on ERM governance related initiatives, preparing meeting minutes.
  • Review and ensure closure of RMC audit action.

You Offer
You have a deep understanding of the value of diversity in the workplace and are 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. This should be further elaborated on in your application.
  • You have strong product knowledge in either one product areas or good product knowledge across various range of products as well as experience in cross-functional portfolio analytics.
  • You have good grasp of front-to-back processes and generic life cycle of financial products.
  • Excellent understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, and operational risk),
  • Deep understanding of capital concepts (e.g. regulatory capital, economic, risk-weighted assets) and balance sheet concepts (e.g. leverage ratio).
  • You are able to operate autonomously, to drive a project / task forward and produce an end state product that can be presented to senior management.
  • Expert project management and analytical skills along with regulatory experience would be an advantage.
  • You hold a degree level education (or equivalent) in a numerate discipline (Finance and accounting).