CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
We Offer The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfil our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
Developing full understanding of trading strategies in swaps business (short end, term and basis across all currencies). Be comfortable discussing products and their risks and building spreadsheets to analyse risk and market data, portfolio risks and individual trades.
Identification of 'top risks' and outlier stress events. Working on and performing ad-hoc scenarios.
Participate in Pre-Trade approval process.
Challenge front office traders on risk positions/strategies and escalate to ensure that the risks are well understood by senior management.
Performing deep-dive on trading portfolio reviews to ensure that higher order risks are transparent to senior management.
Develop new or amend control framework risk limits/flags/PTA criteria etc as appropriate and monitor the same on an on-going basis facilitating dialogue and risk reduction as required.
Participate as a subject matter expert in several forums: calibrating stress scenarios, inter-departmental forums etc.
Support and facilitate regulatory deliverables. Work to resolve data quality issues.
Developing and maintaining relationships with trading desks, senior business management, other market risk managers and primary control functions Quant Strats, Product Control, Middle Office, Credit Risk Management etc.
Provide oversight of eCommerce platforms for rates products (principal and agency), support head of electronic trading risk management in reviewing significant changes, dedicated risk appetite and risk controls.
Open to discussing flexible/agile working.
Relevant experience in the Rates markets with good knowledge of the markets, products and risks
Familiarity with portfolio risk measurement techniques including VAR and stress testing.
You have positive relationship management and liaison with business people of all levels. But must be willing to challenge as needed, particularly front office.
Must be dedicated to information integrity and to producing high quality and insightful output and hitting deadlines where applicable. Must be prepared to go into as much detail as is required to resolve issues. Must be capable of working very productively using time efficiently.
You have good presentation and communication skills.
You have at least a Bachelor level degree, Masters or PhD preferred. Familiarity with financial or statistical modelling is beneficial. Programming skills desirable e.g. VBA, Python.
Competitive salary offered Closing date: 5th September 2019
Credit Suisse is committed to providing equal employment opportunities, regardless of ethnicity, nationality, gender, sexual orientation, gender identity, religion, age, civil partnership, marital or family status, pregnancy, disability or any other status that is protected as a matter of local law.
Internal Number: 6478108
About Credit Suisse
eFinancialCareers is a career site specializing in financial services.