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We Offer The central scenarios team within MRM is responsible for handling the stress testing deliverables (which includes crafting, calibration, validation, commentary, co-ordination with senior partners) for various regulatory, internal group risk management, BAU needs across major asset classes. This role is based out of Mumbai, as part of mentioned team, catering to Traded Credit Market Risk Stress testing support. Major expectations are as follows:
You will review & sign off credit market risk scenarios generated as part of the regulatory/RUST/other specific deliverables, including issue resolution, validation etc.
You will do scenario calibration and execution, methodologies discussion with cluster risk teams, liaising with senior partners for Credit Market risk scenarios in Firm wide Rapid & Urgent Stress Testing (RUST)
You will support IT developments related to Credit Market risk Stress Testing, including design, testing; responsible for socializing and fostering adoption by key partners; working with CRO change on prioritization of IT deliverables
You will be building & improving scenarios calibration capabilities for Credit Market risk scenarios; analyzing historical trends & behavior to gain key insights, support development and improvement of cross-asset scenarios calibration tool from Credit standpoint
You will work with junior analysts in team and responsible for review of their deliverables, driving automation of scenarios reports, ensuring standard methodologies followed, and guiding in their professional development
Facing off to key business partners (i.e. Risk Heads, ERM, Regulatory Risk) to explain, at a level suitable to the partner, movements across key businesses and scenarios
You will build subject matter expertise and act as the primary point of contact for credit market risk scenarios analysis across credit clusters, coordinating with risk managers/analysts
You have deep knowledge of market risk concepts, investment banking products, with expertise in Credit asset class
You have the ability to work in a challenging environment; collaborating with senior risk managers & helping meet tight regulatory deadlines
You have high standard of written English, and experience of producing formal documentation
You are able to operate autonomously, to move a project/task forward and produce an end state product that can be presented to senior management with minimal required revision
You have advanced quantitative degree, certifications such as FRM, CFA would be a plus
Internal Number: 6611281
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