Risk Reporting & Analytics- Market Risk- Senior Analyst
Credit Suisse
Mumbai, Mumbai, India
12d ago

We Offer

  • Daily production and validation of Risk Reports for market risk sign off for various trading desks in timely and accurate manner.
  • Ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on portfolio, impact of product behavior on sensitivities among other approaches (Risk and Portfolio Analysis)
  • Building explain-capability by providing deep dives to risk movements and portfolio exposure on day to day basis.
  • Liaising with partners and Market Risk Managers to provide complete risk picture for the day.
  • Working closely with other RFDAR teams to ensure timely and accurately risk reporting.
  • Implement and own the Control Framework for risk reporting including governance.
  • To participate in the roll out of improvements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and initiatives, from Risk Reporting perspective.
  • You Offer

  • Knowledge of financial products, Market risk associated with those products, financial markets and at least one asset class (Equity / Fixed Income / Commodity)
  • Deep understanding of financial greeks and their relation in the calculation of various risk measures for specific products.
  • Understanding of market risk methodologies : VAR and other risk measures.
  • Proficiency in MS Excel is required, VBA knowledge (recording / using macros) is highly desirable
  • Automation experience of Reports will be added advantage and preferred.
  • Working knowledge / understanding of Risk Reporting domain in IB setup will be an advantage.
  • Strong analytical and problem solving skills
  • Strong communication and inter-personal skills for partner management
  • Having an eye for detail, control-focused mindset (mandatory for risk role)
  • MBA / Post-Graduate in Finance. MBA + Engineering + PRM / FRM would be ideal.
  • Completed or currently taking the PRM or FRM qualifications would be helpful.
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