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Market Risk Stress Testing - Equities and UK (AVP) job in London at Credit Suisse

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Market Risk Stress Testing - Equities and UK (AVP) at Credit Suisse

Market Risk Stress Testing - Equities and UK (AVP)

Credit Suisse London, Greater London Full Time

Your field of responsibility

An exciting opportunity to join a high visibility Market Risk Scenarios team in London. The team is manages to design, analyse and validate scenarios for the Equities and UK portfolio, as required by front office, senior risk managers and Regulators. The role captures excellent learning opportunities, particularly on the complex equity derivative portfolio. It also offers interaction with cross-regional departments across Chief Risk and Compliance Organization (CRCO), and with senior risk managers

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 crafting 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 partners with clarity on all matters and ensure timely assessment of customer concern. Continuously strengthen the risk function by attracting, developing and retaining talents and cultivate learning throughout the organization.

Primary Responsibilities:

This role comes under the equity scenarios team in market risk department. 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 or strong quantitative background will be an advantage.

The role is responsible to deliver the following functions for Equities business:

  • Understanding risks in the complex Equity and UK cross-asset portfolio.
  • Designing, analyzing and managing new and existing stress scenarios related to Regulatory submissions or Risk Appetite.
  • Analyzing periodic risk reports, raising material risks and providing insightful commentary that will be used in reports for senior management and Regulators.
  • Continuously improving the current risk framework which includes reports and stress scenarios.
  • Conducting ad-hoc analyses on the risk profile
  • Your future colleagues

    We are a highly motivated and creative team, with proven knowledge of the derivatives portfolio and the stress testing framework. We are constantly looking to develop new solutions that combine both risk and technology. We seek to enrich our knowledge, challenge the status quo and work collectively on interesting problems, coordinate with a diverse set of partners across the firm. The team is very cohesive and agile, simultaneously working together on a range of projects.

    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

    Remote Working?Yes

    This position offers remote working opportunities for an agreed amount of days per week.

    Your skills and experience

    We are looking for a hardworking, experienced, and motivated individual to join the London Equity and UK Market Risk Stress Testing team. The candidate ideally should have:

  • Extensive experience in stress testing, preferably equities asset class.
  • Good knowledge of equities structured products and various risks associated in them.
  • Higher educational degree in finance, mathematics or engineering and/or professional certification eg CFA / FRM would be an advantage.
  • Proficient in Greeks, Investment products, risks identification & pricing.
  • Work well in a team and build positive relationships. Manage senior stake holders expectation and critical deliverables under pressure and within tight deadlines
  • Requisite programming and IT skills: R, Python, VBA, SQL
  • Dedication to fostering an inclusive culture and value diverse perspectives
  • Your new employer

    Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

    We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

    Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.

    Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.


    Recommended Skills

    • Equities
    • Derivatives
    • Structured Product
    • Market Risk
    • Financial Market
    • Investments
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    Job ID: 04cb3960c99c