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Consolidated Risk Management Reporter

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

Lead for team of analysts supporting the Credit Suisse Market Risk reporting and analytics (including Market Risk Regulatory Capital, VaR, Position Risk ERC, Allocated Capital, sensitivities, limit monitoring and back testingMarket Risk Reporting and Analytics for Credit Suisse and major Legal Entities (FINMA, PRA, SEC, Fed etc.)Deliver strategic initiatives for the team across different regulatory and internal programsYou Offer Graduate/ Post-Graduate in Finance/ Statistics/ Economics/ Mathematics; FRM / CFA would be desirable.Experience of leading large teams and team management to deliver quality output under tight deadlinesStrong understanding of Market Risk concepts, calculations and prevalent regulatory guidelines like Basel, FRTB, BSBS 239 etc. Knowledge of individual regulatory specifications like FDSF, Volcker etc. would be beneficialStrong analyst with good Excel skills and good experience in Financial markets and Risk management (VAR/ ERC related experience)Ability to work independently, manage large teams and deliver under tight deadlinesGood communication skills and attention to detailStrong control mindset and analytical skillsAbility to quickly understand concepts and breakdown problemsAbility to develop relationships with internal clients globally Work with the cross functional reporting teams to improve efficiencies across reports and analytical tools as well as the development of further toolsFace off to key stakeholders across Market Risk managers, Risk IT and FinanceManage timely and accurate production & distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issuesManage reporting and validation checks on risk (RWA, VaR, ERC, Sensitivity) movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approachesEnsure that the risk reports are accurate and complete along with the implementation of improved controlsParticipate and execute the roll out of enhancements in risk systems, processes and data feeds.VaR, ERC, Exposure & Sensitivity Limit MonitoringMonitoring 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 breachesCredit 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 structuresManage the development / improvement of reporting processes and infrastructure including control aspectsAdhoc business and senior management requests, e.g. analysis of risk, what-if scenarios etc.
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: 3-7


Claims/Collection Mgmt | Relationship Mgmt | Risk/Credit/Economic Analyst
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