Finance-Risk Management Specialist

Credit Suisse   Morrisville, NC   Full-time     Finance
Posted on July 24, 2022

Finance-Risk Management Specialist (Morrisville, NC): Perform risk assessment & approval of scenario reports focusing on the analysis of market risk stress testing scenarios. Provide commentary on significant changes in risk measures for senior management, financial regulators, traders, & other downstream users. Coordinate with the Trading Desk, Product Controllers & Risk Managers to ensure risk measures are within prescribed limits & covered by capital. Work with the Model Validation Team to conceptualize improvements to existing modeling methodology used for Value-at-Risk projection & Stress Testing Teams to ensure models are validated & tested before releasing them into production. Work with the Risk Data Management Team (RDM) to ensure that strong control environments around risk metrics calculation are accurate & complete. Ensure accurate & complete risk capture & perform periodic reconciliations between financial & risk systems. Deliver the Federal Reserve’s Comprehensive Capital Analysis Review & Dodd Frank Act Stress Test & projection of results, including running projection models in production & analyzing & preparing materials for senior management, the Board, & U.S. regulators. Apply knowledge of Value-at-Risk (VaR) Historical Simulation using Taylor Series, Partial Revaluation, & Full-Revaluation & economic risk capital; quantitative strategies pricing models; stress scenario framework; &, credit products. Req’s Bachelor’s degr plus 4 yrs exp. Please forward your resume to Credit Suisse, P.O. Box AL157CSNC, 909 Third Avenue, 15th floor, New York, NY 10022. No phone calls.

Credit Suisse

Morrisville , NC