Fwd: FW: Employee Referral - CRO
ankur agarwal
From: "deepak sachdeva" <sachdevad...@gmail.com>
Date: Jul 18, 2012 11:09 PM
Subject: Fwd: FW: Employee Referral - CRO
To: "Amardeep Singh" <amar...@gmail.com>, "rohit jain" <johit...@gmail.com>, "rupali vasudev" <rupaliv...@gmail.com>, "Gitika gupta" <17.g...@gmail.com>, "Deepika Khurana" <deepik...@gmail.com>, "richa jain - lbsim" <r.rich...@gmail.com>, "Virag" <rags...@gmail.com>, "megha sinha" <megha...@gmail.com>, "Prashant Dugar" <prasha...@gmail.com>, "ankur agarwal" <ankur...@gmail.com>, "shama gupta" <shamag...@gmail.com>
Hey....
From: apurv dhingra <apur...@gmail.com>
Date: Wed, Jul 18, 2012 at 10:59 PM
Subject: Fwd: FW: Employee Referral - CRO
To: Arpita Misra <misra....@gmail.com>, Bhanu <bhanum...@gmail.com>, Ashu Bhardwaj <ashu.bh...@gmail.com>, Ashish Wadhwa <ashish....@gmail.com>, Gayathri Tirumalai <gayathri....@gmail.com>, Abhijeet Dey <abhij...@googlemail.com>, Deepak Sachdeva <sachdevad...@gmail.com>, Tejasvi Kushwah <tejasvi...@gmail.com>
From: Referral, Employee
Sent: Wednesday, July 18, 2012 5:00 PM
Subject: Employee Referral - CRO
The CRO Division is looking for experienced Market Risk professionals to join their team in the Mumbai office. There are multiple roles across ENO/AVP levels
Role:-
1.( ENO- ERC Methodology)
Roles & Responsibilities
· ERC methodologies are regularly refined and enhanced to reflect structural changes to the market and to ensure continued best practice
· The roles involves:
Assisting on the development and improvement of economic capital methodologies, work on methodology proposals and impact analysis
Liaison with other teams in and outside of SRM regarding methodology and parameter changes and other project deliverables
Working on submissions to Regulators, including working on specific analysis and requests
Organizing methodology related committees meetings, preparing meeting materials
· The role offers the opportunity of:
Learning the economic capital framework and how this is applied in a leading banking institution; learning how risk is quantified across the various business lines
Experience Required
Ideally the applicant should have the following skills and experience:
· 1-4 years’ experience in a financial institution, ideally giving exposure to risk and markets. Prior VaR/Economic Capital experience would be a plus
· Excellent analytical skills with a quantitative background
· BTech/Mtech/M.Sc. in the field of mathematics or finance / accounting or engineering
· Solid financial education – e.g. CFA, FRM or similar
· Project experience; organized, able to keep track of simultaneous deliverables
· Good communication skills, able to deal with different teams
· Good spreadsheet and power point skills
2. (ENO- Flow Credit)
Roles & Responsibilities
· Daily sign off and validation of risk of the Flow Credit Desk, liaising with the trading, product control and the market risk reporting team
· Understanding economics and risk dynamics of a large and diverse credit flow desk, and risk factors required to ensure complete capture of risks
· Understanding of P&L and risk profiles of the desk
· Running Risk Based P&L, understanding and querying differences between actual and risk based P&L on a daily basis
Ad-hoc deep dive analysis on specific areas of the flow credit desk, looking at strategies, P&L and risk of that particular area (.e. industrial, financial, indices, swaptions, etc)
Experience Required
· Quantitative/Financial Undergraduate Degree
· Advanced system skills including Excel/Access with VBA & SQL
· Knowledge of VaR, ERC and other risk management frameworks
Market Risk Experience, preferably within a traded Credit environment
3. (ENO- VAR Reporting)
Roles & Responsibilities
· VaR Reporting:
· Core responsibility is to prepare daily reports covering Value at Risk and exposure across various cuts of the trading and lending portfolios, and the various business lines
· Calculate regulatory capital for Credit Suisse and key legal entities
· Information is also provided to regulators, rating agencies and other relevant third parties on a periodic basis
· VaR, ERC, Exposure & Sensitivity Limit Monitoring:
· Key constraints for the business
· Daily monitoring of VaR, ERC, Exposures and Sensitivities against limits globally across all Credit Suisse business lines
· Reporting of and explanation of limit violations to senior management; Escalation and resolution of limit breaches
· Backtesting:
· Comparison of P&L against the VaR by business line, division and for Credit Suisse (repeated for a number of key legal entities.
· Liaising with P&L team and business line risk managers to explain exceptions
Experience Required
· Good communication skills; Attention to detail;
· Strong control mindset.
· Strong analytical skills
· Ability to quickly understand concepts and breakdown problems.
· Ability to develop relationships with internal clients globally
· Opportunity to develop and enhance tools for risk reporting group. Analysis of results needed which would increase exposure to risk management function.
4. (AVP/ENO- MRR)
Roles & Responsibilities
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Experience Required
For ENO-1-3 years of experience in Market Risk, Product Control, Auditing (Financial Services) or related control function and AVP -5-8 yrs. of experience with a similar background.
• Knowledge of financial products, financial markets • Strong analytical skills • Strong spreadsheet and database skills (incl. basic knowledge of VBA) • Basic understanding of market risk methodologies: VAR and other risk measures. • Proficiency in MS Excel and MS Access • Strong VBA and SQL knowledge would be desirable
5.(ENO- Equity Quant Risk) Roles & Responsibilities · Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the front-office risk management systems and captured within the market risk systems · Ensure all new risk types fed downstream by front-office systems reflect the risks of the portfolio · Work with risk analysts to understand the various types of VaR used within the bank · Provide business / functional inputs to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects
Experience Required • Post-graduate degree in finance / banking / risk with good working knowledge of financial products including valuations and financial mathematics • Working knowledge of database tools (SQL, Oracle) • Proficient in Excel / VBA • Relevant experience in equity derivatives and market risk
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For Pune: list.pune-rec...@credit-suisse.com
For Powai: employee...@credit-suisse.com
Further details on employee referral policy at Credit Suisse can be found at https://myhr.csintra.net/psp/plnpprd1/EMPLOYEE/EMPL/e/?url=http://csintra.net/hrp/en/referral/index.html
For more details on the roles, please visit - www.credit-suisse.com/careers
Warm Regards,
Experienced Recruiting team
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