Credit Suisse

Morrisville , NC

Finance-Assistant Vice President, Valuation Risk Control

Credit Suisse
Morrisville, NC Full-time
Posted on September 1, 2019
FINANCE-ASSISTANT VICE PRESIDENT, VALUATION RISK CONTROL (Morrisville, NC): Analyze & monitor portfolio value (assets & liabilities) & market risk parameters that the portfolios have exposure to & analyze new transactions, ensuring that any market risk exposure is properly documented, controlled, monitored, & reported based on the level of observability & implicit uncertainty. Perform independent price verification & monitoring of transactions, including external data sourcing over period movements, identification of large market moves & trend drivers, & impact analysis. Analyze internal & external sources of market information (Bloomberg & Markit), perform investigations to validate results, & identify potential procedural gaps in case of abnormal or unexpected results. Complete acceptable variances review & provide official documentation updates, including the review of defined actionability ranges according to existing market data availability & confidence, as well as the classification of independent price verification across the portfolio based on guidance established & approved by senior management. Work with valuation models used for non-liquid & non-observable markets. Req's Bachelor's degr plus 5 yrs exp. Please forward your resume to Credit Suisse, P.O. Box AL-004-CSNC, 220 W. 42nd St., 12th Fl., New York, NY 10036. No phone calls.