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 role is for a risk analyst within the Enterprise Risk Management - ICRA Team. The individual will be expected to perform cross metric comparison of movements in Economic Risk Capital (ERC), Risk Weighted Assets (RWA) and various scenario calibrations. Integrated Capital and Risk Analysis (ICRA) is used to carry out a cross risk metric comparisons and capital adequacy assessments. ICRA is also provided to FINMA and forms part of the Pillar II dialog. Key Responsibilities
The purpose of the submission is intended to support FINMA's initiative for assessing the comparability of Swiss banks' risk frameworks by facilitating the provision of a quantitative, forward-looking assessment of the capital adequacy of the banking system and individual institutions within it.
The role will cover a broad remit of both regulatory (RWA) and internal capital models (ERC and Scenarios) for Market Risk, Credit Risk, Operational Risk, Business Risk and other risks.
The role requires providing explanations and documentation of existing models which gather all relevant risks across CS businesses. This is required to explain model difference between RWA, ERC and Scenarios for ease of cross comparison.
Assist in preparing presentations for senior management covering methodology differences
You hold a degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA or/and Accountancy would be an added advantage
4+ years' experience in technical roles within Risk or similar functions.
A strong understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of Pillar 1 metrics (VaR, Stressed VaR, IRC and Capital models).
Previous experience in leading methodology development or methodology documentation would be advantageous
Strong MS Office skills - Excel at high level a must
You possess strong interpersonal, communication and analytical skills
You have an experience of Market or/and Credit or/and an Operational Risk in a previous role
Strong product knowledge in either one product area or good product knowledge across a variety of products
Knowledge of MARS is an advantage
You are ambitious, inventive and demonstrate good judgment.
High level of integrity, sense of urgency, attention to detail and quality standards