This group provides independent risk oversight for the Investment Bank, the Intermediate Holding Company in the US and its subsidiaries as well as New York, Cayman and Toronto Branches of Credit Suisse AG. The Chief Risk Officer (CRO) defines US risk management framework for the CRO CSH USA and relevant US legal entities in close collaboration with the US CEO and the Legal Entity Board of Directors. The CRO CSH USA is directly responsible for the oversight of market, and enterprise risk for combined US operations and maintains direct control of the CRO CSH USA resources required to execute the combined US operations mandate. Focus areas include Market Risk model based Capital Measures such as Regulatory VaR, Stressed VaR, Incremental Risk Charge, Risks Not in VaR and internal measures such as Economic Capital and Risk Management VaR and model/methodology changes and their impact to Portfolio Market Risk Metrics. In this role you will be covering the businesses across asset (Fixed Income, Equity and cross asset) classes in the US portfolios. An opportunity to assist in crafting and delivering risk MI for Senior Management and Regulators.
Your future colleagues
The Chief Risk Officer (CRO) Division acts as guardian of the bank's risk appetite and provides effective and independent risk oversight. You will be the part of the team responsible for covering market risk for US legal entities and Branches. 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
We are looking for an applicant who possess a strong quantitative background, with an understanding of financial and risk management fundamentals. In addition, we are looking for:
Undergraduate or post graduate degree in Finance, Economics, Engineering or other numerate subject area
Outstanding experience within Market Risk including knowledge of Value at Risk (VaR) models, Capital measures and Scenario Analysis.
Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
Detailed knowledge of products across asset classes with expertise at least in one asset class between Securitized Products, Global Credit Products and/or Equities a plus
Proficient with Microsoft Excel and PowerPoint skills. SQL a plus
Proven experience establishing, developing and automating processes, procedures and controls
Proven experience in providing input, implementing and updating governance policies and standards
2+ years of experience in Risk or similar roles
FRM or CFA certification a plus
Dedication to fostering an inclusive culture and value diverse perspectives
Your new employer
Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.
We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.
Credit Suisse complies with applicable federal, state, and local laws, as well as regulatory requirements, regarding consider...ing of employment qualified individuals with criminal histories and prohibiting discrimination in employment in every jurisdiction in which it maintains facilities.