Credit Suisse is hiring an experienced Credit Risk Analyst (Financial products) at their Pune location.
SANDEEP KUMAR | Mar 7, 2023 | Views 2345
Credit Suisse Hiring Experienced Credit Risk Analyst
Credit Suisse is hiring an experienced Credit Risk Analyst (Financial products) at their Pune location. You will validate credit risk exposure calculation at a portfolio level across various business lines like Loans, ETFO, OTC Derivatives, FX, Repo & SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.
The complete details of this job are as follows:
Validate 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.
Analyze Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
Credit Risk IB adjustments on daily/weekly/monthly basis to ensure correct Credit risk reporting.
Preparation of metrics reports for baseline risk measures
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.
Post-Graduate degree in Finance / Statistics / Economics / Sciences / Engineering / Mathematics. MBA-Finance / CFA/ FRM (Desirable)
1 to 3 years of proven 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 & good analytics skills
Proven ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills
Can interact optimally with business partners and are driven with a 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
An ambitious, result oriented, dedicated, hardworking who can manage work on 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 value diverse perspectives
To apply for this job, visit official website
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