Capital Adequacy & Stress Testing Analyst Capital Adequacy & Stress Testing Analyst …

Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Last application, 20 Aug 19
Competitive
Credit Suisse
in Raleigh, NC, United States
Permanent, Full time
Last application, 20 Aug 19
Competitive
Credit Suisse
Capital Adequacy & Stress Testing Analyst
We Offer
  • Understand the Market Risk Framework used at Credit Suisse.
  • Work with Lines of Business to understand key risk drivers in the Credit Suisse USA holding company, and conceptualize improvements to the modeling methodology for stress testing and VaR projection.
  • Lead and manage design, implementation and testing of changes in conjunction with senior management including Risk, Front Office and Cluster managers.
  • Present stress testing results to senior management.
  • Review and help prepare Business Requirement Documents for IT for Risk deliverables.
  • Work with model validation teams to get the related models validated.
  • Understand different asset classes like credit, equity, securitized products, rates etc within the context of stress testing and VaR projection.
  • Delivery of CCAR/DFAST stress testing and projection results including running the projection models in production, analysis and preparation of materials for senior management, the Board and the Regulators.

Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.We Offer:

You Offer

  • You have 1-5 years of experience with Market risk modeling, statistical testing, time series methodology or stress testing & scenario analysis.
  • You have Master's degree in Finance or quantitative discipline preferred.
  • You have experience with VBA and/or other scripting languages.
  • Experience with statistical tools and risk management tools.
  • You have the ability to work under tight deadline and high pressure environments.
  • You have excellent communication skills - ability to present complicated modeling concepts and techniques to senior management clearly and visually.
  • You have deep knowledge of Products (credit, equity, securitized products or rates) and their risk characteristics or modeling will be beneficial.
  • You have the ability to implement proof of concept solutions in order to present or test ideas quickly.


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