Credit Suisse seeks experienced Credit Risk Analyst
General description:
Credit Suisse is recruiting an experienced Credit Risk Analyst (Financial Products) at its Pune location. It will validate the calculation of credit risk exposure at the portfolio level in various lines of business such as loans, ETFO, OTC derivatives, FX, Repo and SLB from the perspective of monitoring internal limits using different methodologies such as Monte Carlo, historical simulation, etc
Full details of this job are as follows:
What will you be doing:
Validate the end-to-end data flow and operating logic of our proprietary credit risk management tool
Recalculate credit risk exposures for data quality or methodology issues.
Analyze potential exposure/current exposure of traded products and provide qualitative feedback for day-to-day, week-to-week and month-to-month exposure movements.
IB credit risk adjustments on a daily/weekly/monthly basis to ensure correct information on credit risk.
Metric reporting for baseline risk measures
Identify and facilitate resolution of issues leading to abnormal exposure values and calculation of indicative exposures by using advanced simulation models and tools for factor-based, sensitivity-based (historical simulation), and Monte Carlo ( Taylor series approximation and/or partial revaluation)
Interact with various business partners such as: credit analysis, credit risk reporting, credit risk managers, data providers, and process teams responsible for sourcing and processing key data.
Qualifications for this job:
graduate post degree in Finance / Statistics / Economics / Science / Engineering / Mathematics. MBA-Finance / CFA/ FRM (Desirable)
1-3 years of proven work experience in a financial institution with a good understanding of derivative and lending products, demonstrating a deep understanding of counterparty risk management tools and techniques and good analytical skills
Proven ability to work with large volumes of data using spreadsheet and database query tools (MS Excel and Access) with basic VBA/Python/R coding skills
They can optimally interact with business partners and are motivated with a strong personality, able to advance both existing processes and related projects in parallel with each other.
A positive can-do approach
An ambitious, results-oriented, dedicated and hard-working person who can manage work on his own initiative and can deliver on time under pressure with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards.
Dedication to fostering an inclusive culture and valuing diverse perspectives.
To apply for this job, visit the official website
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