Risk Management Reporter

CREDIT SUISSE Poland

  • Wrocław

    Wrocław, Lower Silesia
  • offer expired 2 months ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • hybrid work
  • запрошуємо працівників з України
  • Робота для іноземців
    без польської
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Запрошуємо працівників з України
Роботодавець відкритий для працевлаштування громадян України

Your responsibilities

  • Validate Input Data like risk sensitivities and Calculated Output data like VAR, IRC etc. by performing variance and impact analysis, understanding models and methodologies, portfolio analysis, market moves etc.

  • Prepare and publish Market Risk reports to risk managers and front office with required level of analysis

  • The role involves supporting US market risk report preparation including addressing Risk Managers queries around reporting, data quality issues

  • Perform enhanced due diligence for risk validation process in timely manner

  • Contribute/ assist in development and testing of reports using Qlik and other applications covering Trading Desks, Business Lines and Legal Entities

  • To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing/ assisting in various tactical and strategic projects and

  • Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions.

  • To participate in the roll out of enhancements in risk systems, processes and data feeds.

  • Important: As the role is required to support US risk reporting process, the candidate is required to work from 1.00 pm to 10.00 pm Poland time.

Our requirements

  • Strong product and risk knowledge from at least 2-3 years' proven experience in an investment banking environment.

  • Basic understanding of Market Risk with control mind-set, proven analytical skills, basic knowledge of various financial products / asset classes.

  • Graduate in Finance/Statistics/Economics/Science / Mathematics

  • Completed or currently taking the CFA or FRM qualifications would be desirable

  • Familiarity with Excel VBA, Python, Tableau, Qlik

  • Basic understanding of financial and their Greeks relation to financial products and derivatives used in the calculation of various risk measures, market risk methodologies, VAR etc.

  • Outstanding communication skills. Proven ability to manage work well under pressure.

  • Dedication to fostering an inclusive culture and value diverse perspectives

What we offer

  • Pension plan

  • Training and development

  • Internal Mobility

  • Other optional

  • Language training course

  • Mentoring

  • Health promotion: Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)

  • Employee discounts on various products and services (event tickets, consumer products, etc.)

  • Relocation package

  • Employee Referral Program

Benefits

  • private medical care

  • life insurance

  • remote work opportunities

  • flexible working time

  • parking space for employees

  • extra social benefits

  • kindergarten / nursery

  • christmas gifts

  • charity initiatives

Your future colleagues

The function is located across all major locations and is responsible for:

* Market Risk information management & reporting

* Credit Risk information management & reporting

* Operational Risk information management and reporting

* Managing development and implementation of risk and finance systems

* Regulatory change and coordination, establishing policies covering market risk, credit risk, operational risk and finance

Within Risk DM, this opening is in Market Risk Data Management & Risk Reporting team, which comprises of approximately 80 staff. The team has presence in Mumbai and Poland locations. The team has the responsibility for end-to-end process to ensure completeness of underlying risk data, perform input data and calculated output validation checks (Level 2 & 3 checks) and preparation / distribution of Market Risk reports for risk measures such as VAR, ERC and IRC.

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 global cultural values.