eFinancialCareers

• Company

  Credit Suisse

• Location

  Singapore

• Compensation

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  23 Nov 2009

• eFC Ref no

  580072

The Risk Measurement and Management department are looking for a Market Risk Data Quality Manager to join their team in Singapore.

Main Duties and Responsibilities:

? You will be part of the Risk Measurement and Management Risk Data Control team.
? The primary focus of the role involves coordinating and ensuring delivery on global feed requirements. This will include data validation, analysis, specification, design and implementation of market risk and default risk in daily market risk feeds. This role's main focus is to validate and test data used for VaR and Incremental Risk Charge model implementation.
? The key elements of these projects include planning, assessment of completeness and accuracy of the data, specification of data feeds, processing and testing the default risk model outputs.
? You will have experience doing project management across various teams and
? The role involves understanding the various processes to generate the risk numbers retrieved by various market risk feeds. This will involve validation of the data used to derive market risk exposures.
? This role will work closely with Market Risk analysts, Risk IT, FO IT and counterparts in London, NY and India. It will involve dealing with more senior counterparts in Risk Measurement and Management as well as in other departments across the bank, particularly FO IT.
? You will have a good understanding of market risk concepts and methodologies and how these are captured for market risk reporting purposes
? A more senior level candidate is required to manage a cross-country team based in Singapore, London, NY and India.

Departmental Overview:

? Risk Measurement and Management (RMM) is responsible for the measurement and reporting of market and credit risk, and the enforcement of market risk limits throughout the bank. RMM also coordinates operational risk management for the One Bank.
? RMM Mission Statement - To identify, measure and help manage the firm's financial risks for senior management, regulators, CS traders, and other users

Work Experience Background:

? 4 - 5 years experience in Market or Credit Risk, Product Control function in a Global Investment Bank
? Involvement in the application of VAR methodologies, calculations & reporting
? Credit Risk quantitative experience & exposure calculation specialist
? Market or Credit risk engineering & risk systems background.

Job Specific Skills required:

? Knowledge of financial products, financial markets and risk drivers
? In depth knowledge of financial products, financial markets and risk drivers
? Highly numerate and strong analytical skills
? Strong spreadsheet skills (incl. expert knowledge of VBA)
? Detailed understanding of market & credit risk methodologies, VAR, ERC, Country Risk, Potential Exposure etc.
? Experienced at Project Management
? Exposure to systems implementation, process re-engineering and systems development life cycle is highly desirable.
? IT Skill/programming languages/software: SQL, some VBA knowledge, database skills
? Must be able to deal with a lot of information and data methodically and accurately.
? Must be able to work to tight deadlines and prioritise several conflicting demands.

Education / Professional Qualifications:

? Essential: Graduate / Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics
? Preferred: CFA / FRM

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As one of the world's leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. Credit Suisse is active in over 50 countries and employs approximately 46,000 people. Further information can be found at www.credit-suisse.com.

Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.

Right place, perfect opportunity
www.credit-suisse.com/careers

Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.

To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and other background checks before the appointment is confirmed.