Credit Risk Analyst

Recruiter
Credit Suisse
Location
Pune, India
Salary
Competitive
Posted
04 Apr 2021
Closes
13 Apr 2021
Ref
10686983
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
As part of CRCO DM DQAM Credit, team members will be responsible for the below:

  • Validating credit risk exposure calculation at a counterparty and a portfolio level across various business divisions like Prime Brokerage, OTC Derivatives, FX, Repo, ETFO, and SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.
  • Providing Monte Carlo exposure calculation tools requirements and test same tools in UAT phase.
  • Validating end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
  • Re-computing credit risk exposures for data quality or methodology issues.
  • Analyzing Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
  • Seek to identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators
  • Interacting with various business partners like - Credit Analytics, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing

Your future colleagues
The RDM function organization is responsible for the data and production elements of capital reporting deliverables, accountable for the accuracy and timeliness of inputs provided for reporting purposes.

The DQAM team is within the RDM with a current strength of over 100. The groups within DQAM are DQAM Credit, DQAM Capital & DQAM Scenarios Analysis.

The department 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.

You Offer

You are expected to possess the below skills:
  • A Post-Graduate degree in Finance/Statistics/Economics/Sciences/Engineering/Mathematics with completed CFA/ FRM/ Actuarial/ PRM qualifications
  • 4 to 5 years of work experience in a financial institution with good product knowledge of derivatives and lending products, demonstrating deep understanding of Counterparty Risk management tools and techniques & outstanding analytical problem solving skills
  • Proficient in Basel Capital ratios, IOSCO, SACCR, Standardized approach, Shortcut approach and regulatory risk topics such as RWA, EPE & EE, Margining, Wrong way risk, Shortcut Exposure Method, SACCR, IOSCO, from Basel 3 regulations perspective.
  • Work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills
  • Outstanding interpersonal communication skills
  • Can interact and build positive relationships with business partners with a driven, strong personality, able to move forward in both existing processes as well as the related projects in parallel to each other
  • A positive can do approach as well as result oriented, dedicated, hardworking who can work on own initiative and can deliver on time with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work


Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

Similar jobs

Similar jobs

  • You need to sign in to save