Monday , February 6 2023

Credit Suisse Jobs in Mumbai – Risk Management Reporter

Website Credit Suisse

Job Responsibilities:

  • The opportunity to work both independently and in a team
  • Coordinate and drive BoW items in collaboration with various IT teams
  • Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset
  • Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases
  • Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about FO-data governance process and market data update function
  • Seek to perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary
  • Evaluate quality and suitability of existing source data, mappings, and instrument type categorizations and associated rules (including benching decisions)
  • Coordinate with source data providers (e.g. Internal / external sources, Front Office Analysts), change programs as necessary to ensure continued provision of quality data, and arrange support for new market data
  • Undertake key projects to incorporate bulk new Instruments or asset classes including analyzing the quality and availability of market data
  • The opportunity to identify, propose and implement improvements and efficiencies by focusing on process, data quality and internal control improvements along with activities to drive cost savings by working in co-ordination across global teams
  • Collaborate across the team to work on current book of work items such as data quality issue resolution, front to back source data alignment
  • Identify areas of weakness in processes/systems and ensure that these are captured in the change management system
  • Liaise with market data and other risk systems IT support to specify and test system improvements
  • Provide continued support for audit, model validation and regulatory response and remediation
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Job Requirements:

  • Knowledge of database concepts and experience querying databases using SQL is added advantage
  • Ability to be able to work and prioritize BoW items with global IT teams
  • Excellent analytical and problem solving skills, with the ability to accurately capture business requirements and distil to succinct business rules definition and functional requirements
  • Familiarity with agile software development practices and experience in working closely with agile development teams
  • Masters’ degree in the field of mathematics or finance / accounting or engineering
  • Preferable to have additional certification courses like FRM / PRM / CFA.
  • Experience in the field of Credit / Market risk (Preferably in the banking sector)
  • Basic understanding of Financial Products and Market Risk Management concepts
  • Proficient in financial products across different asset and risk classes, the various risk factors (aka risk types) and the associated market data
  • Conceptual understanding of different VaR models and impact on VaR due to market moves
  • Basel guidelines an added advantage
  • Outstanding communication to allow effective interaction with business partners and colleagues in different regions
  • Experience on working with external data providers such as Bloomberg / Reuters / Markit.
  • Proficient in MS Excel and manipulate large volumes of data

Job Details:

Company: Credit Suisse

Vacancy Type:  Full Time

Job Location: Mumbai, Maharashtra, IN

Application Deadline: N/A

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