Credit Suisse Hiring for Jun. Market Risk Manager Job at Mumbai Full Time

Stress Scenario Design develops stress scenarios for the CS Group. The output and analysis of stress scenarios is presented to senior management and to the CS Board. Support for the development of stress scenarios for CS Legal Entities will also be required. The key business partners will be the CS Group’s head regulator (FINMA) as well as CS Board and CS senior management. Accordingly, this role will eventually offer significant exposure to senior management. Stress Testing is viewed internally within CS as an integral risk management and business-planning tool and not just as a regulatory requirement. The role will lead to a detailed understanding of the CS Group stress-testing framework in terms of risk coverage and methodologies applied. Key responsibilities include:

• Assisting in publication of thematic risk reports pertaining to Climate Risk/ ESG issues and External Emerging Risks by doing primary, secondary, or tertiary research

• Building ad hoc stress scenarios, under tight deadlines, to meet topical risk assessment requirements of the group as external risk environment evolves

• In addition, help to maintain and refresh the existing suite of structural internal stress scenarios to ensure relevance to evolving external conditions and to ensure that material CS risks and exposures are continued to be captured

• Support as required on the calibration of the CECL scenarios and the financial plan baseline calibrations

• Econometric/ quantitative modelling to develop new approaches to calibrate new scenarios, improve automation and reduce turnaround time

• Supplementing the use of models with qualitative judgement based on sound reasoning to propose overlays to the model output

• Assist in driving the syndication and agreement on stress scenario assumptions with the CS Economic Research fraternity, with CS risk managers across all the asset classes, with model owners, and with CS Businesses.

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