Capital Adequacy & Stress Testing Analyst
- 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.