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We Offer Departmental Overview Credit Suisse's Credit Risk Management (CRM) department within the Chief Risk Officer (CRO) division is responsible for credit risk-related methodologies. The Credit Analytics team in CRM has specific responsibility for development of models to gather such risks within regulatory guidelines, implementation and maintenance of such models within the bank's IT systems and ongoing monitoring / testing, documentation and communication with regulators in relation to such models and provision of related policies / processes pertinent to this. The Credit Analytics team has an opportunity for an experienced quantitative analyst to join the Trade analysis team. The Trade analysis team is responsible for performing pre-trade exposure calculations for live trades. This includes portfolio impacts (PE & EPE), haircut/initial margin recommendations, and in-depth analysis of structured deals. The exposures are used to determine credit charges and to understand the impact of new trades on regulatory capital as well as for monitoring exposure against counterparties by CRM. Our team is also responsible for determining and publishing Loan-to-Values (LTV) for collateral backed lending business. Work with Traders and CRM in addressing and improving the standard LTV methodologies Key Responsibilities As a Credit Risk Trade Analyst, you will enjoy a key role within our team duties will include:
Calculating credit risk for live trade across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives)
Calculate LTVs of Hedge Funds, Investment Funds, Structured Products, Money Market Instruments, Equity and Fixed Income to support the Lombard Lending business
Checking for any discrepancy between pre and post trade analysis,
Communicating with CRM and FO to explain credit risk issues and the need for potential ad-hoc improvements
Ensuring that pre trade exposure calculation tools are enhanced to be in line with the latest changes in methodology
A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
You hold a Bachelors' or Master's degree in quantitative or relevant discipline preferred
We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.
You must have 2+years of experience (in a quantitative role) and be able to demonstrate the following qualifications and proficiencies:
Strong technical skills, detailed knowledge of credit risk and derivative products with relevant banking/financial products experience
Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage
Ability to work well under stress and tight timelines with a minimum amount of supervision
Strong written and verbal communication skills with the ability to express complex financial instruments in simple terms
You are ambitious and hardworking who can work on own initiative whilst also working collaboratively
You understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.