Market Risk Business Analyst & Risk Reporter
CREDIT SUISSE Poland
- ogłoszenie wygasło rok temu
- Pełny etat
- Specjalista (Mid / Regular)
Join is as Market Risk Business Analyst & Risk Reporter which is a unique role involving both the Run-the-Bank (RtB) and the Change-the-Bank (CtB) activities related to measuring the Interest Rate Risk in Banking Book (IRRBB) using Quantitative Risk Management (QRM) software as part of the Market Risk Reporting. You will be responsible for running QRM Production (BAU) Processes, pre-paring Risk Reports, identifying & reporting MoM trends, performing Data Analysis, UAT Testing, Process & Controls documentation as well as remediating the excel issues and adjusting report templates according to new regulatory requirements. Besides, as you work closely with key depart-ments within Credit Suisse: Market Risk and Liquidity Management, Treasury, Enterprise Risk Man-agement, you will have an opportunity to foster extensive internal network, improve your risk knowledge with a focus on market risk and to become an expert in an area under strong regulatory focus.
Your future colleagues
In this role you will get the opportunity to be part of a small, newly established, agile oriented inter-national team and support your team leader and colleagues in developing strategically important Market Risk Reporting. You will play a key role in the development and BAU functions of Banking Book Market Risk Analysis and Regulatory Management Information (MI) for CS Group and several Legal Entities (LE), which are used by Senior Management and other senior partners including Risk Committees and Regulators. Besides, it is an outstanding and rare opportunity to learn the drivers of the Interest Rate Risk in Banking Book (IRRBB) metrics, the financial products of the bank and to contribute to a program with major regulatory and senior focus. We are 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 cultural values.
You’ll be a good match, if you have:
- An Agile Mindset: Respect, collaboration, improvement and learning cycles, pride in ownership, focus on delivering value, and the ability to adapt to change.
- 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.
- Advanced Excel skills and other MS Office Products, good SQL knowledge, QRM is a strong plus.
- Ability to prioritize the work as per the deadlines and change in the business priorities.
- Results-oriented, hardworking individual with good interpersonal and presentation skills.
- Minimum 3 years of relevant experience, preferably in Market Risk, Treasury, Risk Management within a major financial institution. Previous experience in working with Senior Management is a plus.
- Detailed understanding of financial products and financial concepts (Net Present Value, Dura-tion, Net Interest Income, Cash Flow, Interest Rate Swaps, Loans, Deposits etc.).
- Outstanding written and verbal communication skills with proficiency in English. Knowledge of German would be a plus.
- Bachelors or master's degree, ideally in Economics, Econometrics, Banking & Finance, Quanti-tative Risk Management or Accounting
- Dedication to fostering an inclusive culture and value diverse perspectives.