Risk Measurement & Management (RMM) in London seek to recruit a Head of Scenarios Analysis team leader.

RMM calculates and utilises value-at-risk ('VaR'), economic risk capital ('ERC')
and scenario analysis for risk and limit management purposes
VaR information is also used in the calculation of regulatory capital requirements
RMM also provides credit risk and country risk information for use by Credit Risk
Management ('CRM')

This person will be responsible for:

Scenario Analysis framework and the team at Credit Suisse covering

- Methodology - Developing scenarios methodology covering market events, shock sizes, calibration to CS portfolios.

- Reporting - Analysis and production of a broad range of scenarios from bespoke business specific stresses to firm wide macro scenarios.

- Process and Technology - Improving current process and technology infrastructure and implementing strategic technology initiatives. These are key to expanding the quality of scenario coverage within the bank.

Managing a team of 20 people of various abilities.

Liaison internally with FO, Senior Management and externally with Regulators
.

Strong academics, degree level in a numerate subject

Extensive market risk and management experience

Exposure to complex process and systems

Strong control ethic and understanding
.

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.