CREDIT SUISSE Poland

Market Risk Analyst

CREDIT SUISSE PolandO firmie

  • Wroclaw, Wrocław

    dolnośląskie
  • Ogłoszenie wygasło 4 lat temu
  • Specjalista

Credit Suisse is a global financial services company providing Private Banking & Wealth Management products and services, and Investment Banking services and expertise to companies, institutions and high-net-worth clients around the world. We are active in more than 50 countries and employ more than 46,000 people.

With a presence in Poland since 2007, Credit Suisse is committed to growing our businesses here. Located in Wroclaw’s central business district, the Credit Suisse Center of Excellence (CoE) is one of our largest offices in Europe and a key pillar of Credit Suisse’s offshoring approach that leverages our global talent base and maximizes the efficient use of the bank’s resources.

Market Risk Analyst
Workplace: Wroclaw, Wrocław
063805

Description

Market Risk and Liquidity Management ("MLRM") is an independent function responsible for the management of market risk in the Investment Bank.

 

The Role is for an experienced risk professional to join the MRM team responsible for Global Credit Products (Corporate Bonds, CDS, Leverage Loan, Structured Credit, etc).

 

Key aspects of the job include:

  • Identifying and monitoring potential illiquid positions and portfolios within the credit business
  • Helping to build models to quantify incremental capital requirements for these positions and portfolios beyond that captured via Pillar 1 Capital
  • Designing, running and reviewing reports to monitor key risk sensitivities (CS01, CS1%, Vega, Gamma, IDR, etc) for the Global Credit Products ("GCP") business
  • Designing, reviewing and signing off on scenario results across various portfolios within GCP
  • Working with Front Office, IT and other risk groups on large firmwide regulatory initiatives related to the PRA's Firm Data Submission Framework (FDSF)
  • Assisting the GCP teams in different locations with the submission of the FDSF results to the PRA. This will include but not be limited to signing off on results, analyzing and explaining any major changes

Qualifications

  • University degree, preferably in Finance or Quantitative subject
  • Relevant risk management work experience is preferable
  • Understanding of the current banking regulatory environment
  • Ability to work independently and represent the function in regional committees
  • Understanding key market risk concepts (particularly of traded credit products)
  • Solid computer skills: Microsoft Office Suite: (VBA and SQL a plus)
  • Soild written and verbal communication skills

We offer

  • Private medical care
  • Life insurance
  • Saving scheme
  • Classroom and online courses
  • Day nursery/kindergarten allowance
  • Parking allowance
  • Multisport card
  • Cinema tickets
  • Relocation package
  • Fantastic career progression opportunities


Dear Applicant, please note that Credit Suisse may perform candidate’s background check during recruitment process, to the extent permitted by law, therefore please ensure your CV is properly updated.

If you apply for this role this means you agree with the following statement:

“Through my application for a role with Credit Suisse (Poland) sp. Z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorize Company to process my personal data for future recruitment processes.

Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

Credit Suisse and affiliates registration details:

Credit Suisse (Poland) sp. z.o.o

Credit Suisse Group AG

Taleo (UK) Limited

Cut-e AG Kleiner Burstah 12

Milch & Zucker The Marketing & Software Company AG
Registered office - Rondo ONZ street, 00-124 Warsaw

Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates

Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom

Registered office - 20457 Hamburg, Germany

Registered office - Küchlerstraße 1, 61231 Bad Nauheim
 

Credit Suisse is a global financial services company providing Private Banking & Wealth Management products and services, and Investment Banking services and expertise to companies, institutions and high-net-worth clients around the world. We are active in more than 50 countries and employ more than 46,000 people.

With a presence in Poland since 2007, Credit Suisse is committed to growing our businesses here. Located in Wroclaw’s central business district, the Credit Suisse Center of Excellence (CoE) is one of our largest offices in Europe and a key pillar of Credit Suisse’s offshoring approach that leverages our global talent base and maximizes the efficient use of the bank’s resources.

Market Risk AnalystNumer ref.: 063805

Description

Market Risk and Liquidity Management ("MLRM") is an independent function responsible for the management of market risk in the Investment Bank.

 

The Role is for an experienced risk professional to join the MRM team responsible for Global Credit Products (Corporate Bonds, CDS, Leverage Loan, Structured Credit, etc).

 

Key aspects of the job include:

  • Identifying and monitoring potential illiquid positions and portfolios within the credit business
  • Helping to build models to quantify incremental capital requirements for these positions and portfolios beyond that captured via Pillar 1 Capital
  • Designing, running and reviewing reports to monitor key risk sensitivities (CS01, CS1%, Vega, Gamma, IDR, etc) for the Global Credit Products ("GCP") business
  • Designing, reviewing and signing off on scenario results across various portfolios within GCP
  • Working with Front Office, IT and other risk groups on large firmwide regulatory initiatives related to the PRA's Firm Data Submission Framework (FDSF)
  • Assisting the GCP teams in different locations with the submission of the FDSF results to the PRA. This will include but not be limited to signing off on results, analyzing and explaining any major changes

Qualifications

  • University degree, preferably in Finance or Quantitative subject
  • Relevant risk management work experience is preferable
  • Understanding of the current banking regulatory environment
  • Ability to work independently and represent the function in regional committees
  • Understanding key market risk concepts (particularly of traded credit products)
  • Solid computer skills: Microsoft Office Suite: (VBA and SQL a plus)
  • Soild written and verbal communication skills

We offer

  • Private medical care
  • Life insurance
  • Saving scheme
  • Classroom and online courses
  • Day nursery/kindergarten allowance
  • Parking allowance
  • Multisport card
  • Cinema tickets
  • Relocation package
  • Fantastic career progression opportunities


Dear Applicant, please note that Credit Suisse may perform candidate’s background check during recruitment process, to the extent permitted by law, therefore please ensure your CV is properly updated.

If you apply for this role this means you agree with the following statement:

“Through my application for a role with Credit Suisse (Poland) sp. Z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorize Company to process my personal data for future recruitment processes.

Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

Credit Suisse and affiliates registration details:

Credit Suisse (Poland) sp. z.o.o

Credit Suisse Group AG

Taleo (UK) Limited

Cut-e AG Kleiner Burstah 12

Milch & Zucker The Marketing & Software Company AG
Registered office - Rondo ONZ street, 00-124 Warsaw

Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates

Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom

Registered office - 20457 Hamburg, Germany

Registered office - Küchlerstraße 1, 61231 Bad Nauheim
 

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