eFinancialCareers

• Company

  Credit Suisse

• Location

  UK-London

• Compensation

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  20 Nov 2009

• eFC Ref no

  585234

The primary responsibility for this role is support for the Global Arbitrage Trading Chief Risk Officer and the Head of GAT London and Asia Pacific in the discharge of their risk management responsibilities.

1) Setting and monitoring desk and trader level risk limits, such as Stop Losses, VaR limits, and position-level limits.
2) Support desk risk reviews in the event of drawdowns or review limit breaches.
3) Development of dynamic deep downside scenarios that provide greater transparency into risks associated with implemented trading strategies to include portfolios comprised solely of equity derivative exposures.
4) Monitoring the effectiveness of hedging strategies employed by trading desks and the management trading book in support of stabilising Global Prop Trading PnL.
5) Liaise with Risk Measurement & Management (RMM) to ensure that GPT maintains a highly productive relationship with centralized firm resources dedicated to risk management.
6) Provide direction and oversight when necessary over team members in Pune engaged in tactical development projects designed to address immediate GPT risk management requirements.
7) Good familiarity with factor models that will facilitate the employee's ability to implement factor-based hedging strategies or the development of factor-based scenarios.

The preferred candidate will already have several years of experience in risk management for a cross-asset class institutional securities portfolio to include OTC equity derivatives. In addition, the preferred candidate will have a strong quantitative background, to include an advanced degree in a relevant field such as computational finance, statistics, or econometrics, and strong communication skills.

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.