First Boston Credit Suisse Jobs 2022 Apply Online Credit Risk Analysis and Reporting, AVP #189311 vacancy Jobs in Pune - News

First Boston Credit Suisse Jobs 2022 Apply Online Credit Risk Analysis and Reporting, AVP #189311 vacancy Jobs in Pune was updated on 9th November 2022​, Candidates can apply online @fresherslive.com

Last Updated: Nov 09, 2022 05:10 AM | FL Admin

First Boston Credit Suisse Jobs 2022 Apply Online Credit Risk Analysis and Reporting,  AVP #189311  vacancy Jobs in Pune - News
Credit Risk Analysis and Reporting, AVP #189311 Job Vacancy in Pune apply First Boston Credit Suisse Jobs 2022

First Boston Credit Suisse Careers 2022 Notification Overview

JOB DETAILS

Company Name
First Boston Credit Suisse
Job title
Credit Risk Analysis and Reporting, AVP #189311
Education
Location
Experience
8-12 Years
Salary
Not Mentioned

Job Profile


Your field of responsibility

As part of CRCO DM DQAM Credit, team members will be responsible for the below:
. Validating credit risk exposure calculation at a counterparty and a portfolio level across various business divisions like Prime Brokerage, OTC Derivatives, FX, Repo, ETFO, and SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.
. Providing Monte Carlo exposure calculation tools requirements and test same tools in UAT phase
. Validating end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
. Re-computing credit risk exposures for data quality or methodology issues
. Analyzing Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves
. Identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators
. Interacting with various business partners like - Credit Analytics, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing.
Your future colleagues
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.
Your skills and experience

The RDM function organization is responsible for the data and production elements of capital reporting deliverables, accountable for the accuracy and timeliness of inputs provided for reporting purposes.
The DQAM team is part of RDM with a current strength of over 100. The groups within DQAM are DQAM Credit, DQAM Capital & DQAM Scenarios Analysis. To excel in this role, you should possess:

  • A Post-Graduate degree in Finance / Statistics / Economics / Sciences / Engineering / Mathematics with completed CFA/ FRM/ Actuarial/ PRM qualifications is essential

  • Proven 8 to 12 years of work experience in a financial institution with good product knowledge of derivatives and lending products, demonstrating deep understanding of Counterparty Risk management tools and techniques & good analytics skills

  • Knowledge of Basel Capital ratios, IOSCO, SACCR, Standardized approach, Shortcut approach and regulatory risk topics such as RWA, EPE & EE, Margining, Wrong way risk, Shortcut Exposure Method, SACCR, IOSCO, from Basel 3 regulations perspective.

  • The ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills

  • Outstanding interpersonal, written and verbal communication skills

  • Can interact optimally with business partners and are driven with a strong personality, able to move forward in both existing processes as well as the related projects in parallel to each other

  • A positive can do approach!

  • Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards

  • Dedication to fostering an inclusive culture and value diverse perspectives.

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OTHER DETAILS

Key skills
Credit Risk Analysis and Reporting, AVP #189311
Industry
Banking/ Accounting/ Financial Services
Summary
Your field of responsibility As part of CRCO DM DQAM Credit, team members will be responsible for the below: . Validating credit risk exposure calculation at a counterparty and a portfolio level across various business divisions like Prime Brokerag
Last Date
2023-01-06

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