Finance-Risk Management Specialist
Credit Suisse
Morrisville, NC
Full-time
Finance
Posted on February 9, 2020
FINANCE-RISK MANAGEMENT Specialist (Morrisville, NC): Coordinate the execution of Comprehensive Capital Analysis & Review (CCAR) results for CCAR reporting for the Securitized Products (SP) business & other SP exposures & carry out quality assurance test plans. Work with Mortgage Risk, Risk & Finance Data Analytics & Reporting (RFDAR), & Risk Database Systems (RDS) to improve the SP business methodology & documentation. Execute the CCAR Global Market Shock (GMS) & Issuer Default Loss (IDL) results for CCAR reporting for the SP business. Analyze stress profit & loss (PnL) for SP & non-SP exposures, including credit, rates, & equity hedges. Work with Quantitative Strategy, Mortgage-Backed Securities (MBS) Risk, & IT to implement improvements to GMS calculations for the SP business. Perform regulatory reporting, financial modeling, fixed income analysis, & data analysis, applying knowledge of derivatives pricing, securitized products, risk management systems, & market risk metrics. Req's Master's degr plus 1 yr exp. Please forward your resume to Credit Suisse, P.O. Box SRDL-151-CSNC, 220 W. 42nd St., 12th Fl., New York, NY 10036. No phone calls.