Job Description
As a Market Risk Analyst you will enjoy a key role within the team and key tasks and responsibilities include:
. Perform trading risk analysis and reporting on a BAU basis. This includes risk sign off for the equity derivative trading books and other risk sign off related activities.
. Analysis and understanding of:
Key risk exposures and transactions, including market risk concept with emphasis on greeks, and market risk sensitivities.
Equity Derivatives products &ndash vanilla and exotic options, and be-spoke structured products built over these.
Capital measures, such as VaR, and in-house Scenarios.
Regulatory deliverables (e.g. FDSF and Volcker).
. Working with different teams to analyse and report for FRTB deliverables
. Liaising with the Global market risk teams (based in London, New York, and Switzerland), on major moves, and on any errors that have been identified.
. Produce and improve upon existing cluster reports in terms of efficiency by automations and better quality risk data
. Supporting ad-hoc projects and analysis for senior MLRM management.
. Detailed analysis of periodic Risk Reports (daily, weekly, monthly, and quarterly) resulting in significant, impactful commentary for use by cluster managers.
Your future colleagues
An exciting opportunity to join the GMR team, within The Chief Risk Officer (CRO) division, focussed on Credit Suisse Global Markets Equity Derivatives business. The function provides high-quality, cost-effective risk management services to support the operating divisions, while improving independent controls.
The department values Diversity and Inclusion (D&I) and is committed to realizing the firm D&I ambition which is an integral part of our global cultural values.
Employement Category:
Employement Type: Full time
Industry: Banking
Functional Area: Banking
Role Category: Crisis
Role/Responsibilies: Market Risk Manager, ENO #182697
Contact Details:
Company: Credit Suisse
Location(s): Mumbai