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Assistant Risk Management reporter

Mumbai, MH
Job Code:
  • Banking & Finance
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Job Details

Part of team of analysts supporting the Credit Suisse reporting and analytics (including Market Risk Regulatory Capital, VaR, Position Risk ERC, Allocated Capital and sensitivities), limit monitoring and back testing.Market Risk Reporting and Analytics for Credit Suisse and major Legal Entities (FINMA, PRA, SEC, Fed etc.).Work with the cross functional reporting team to improve efficiencies across reports and analytical tools as well as the development of further tools.Face off to key stakeholders across Market Risk managers, Risk IT and Finance.Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues.Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.Ensure that the risk reports are accurate and complete along with the implementation of improved controls.To participate in the roll out of enhancements in risk systems, processes and data feeds.VaR, ERC, Exposure & Sensitivity Limit Monitoring.Monitoring of VaR, ERC, Exposures and Sensitivities against limits globally across all Credit Suisse business linesReporting of and explanation of limit violations to senior management; Escalation and resolution of limit breaches Credit Suisse ERC and Allocated CapitalCalculation and reporting of CS Group Position Risk ERC (99%), including analysis of portfolio changes and ERC composition over the reporting periodPreparation of the weekly executive board report which represents a snap shot of key risk limits and usagesTesting of new methodologies, parameters and system changesOwnership of reporting business hierarchy and liaison with relevant teams as and when reorganizations occur, includes requirement to adjust historic ERC usages for new business structuresDevelopment / improvement of reporting processes and infrastructure including control aspectsAdhoc business and senior management requests, e.g. analysis of risk, what-if scenarios etc. You Offer Role would suit a strong analyst with good Excel skills and would require good experience in financial markets and Risk management experience.Prior VAR/ ERC related experience would be a plus.Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Sciences/ Mathematics and completed/ pursuing taking the CFA or FRM qualifications would be desirable.Ability to work independently, and escalate issues appropriately. Good communication skills and attention to detail.Strong control mindset and analytical skills.Ability to quickly understand concepts and breakdown problems.Ability to develop relationships with internal clients globally.Opportunity to develop and enhance tools for risk reporting group. Analysis of results needed which would increase exposure to risk management function.
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 3-8


Claims/Collection Mgmt | Portfolio/Fund Mgmt | Risk/Credit/Economic Analyst
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