Credit Risk Trade Analyst

  • Company:
    Credit Suisse Securities ( India ) Pvt Ltd
  • Location:
  • Salary:
    negotiable / month
  • Job type:
  • Posted:
    2 weeks ago
  • Category:
    Financial Services/Stockbroking | Banking

Skill: money market , investment banking , asset management , banking , credit risk management , derivatives , fx , portfolio , wealth manager , lending , credit risk , loans , hedge funds , quantitative analyst , trade , trade analyst , risk , fixed income; Exp: 0-3 years; Credit Risk Trade Analyst # 108708 India-Mumbai-Mumbai| Full-time|Corporate Functions| Job ID108708English Credit Suisse is a leading global wealth manager with strong investment banking and asset management capabilities. Founded in 1856, Credit Suisse has expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, we are set for growth. We partner across businesses, divisions and regions to create innovative solutions to meet the needs of our clientsand to help our employees grow. It is a high priority for us to continually invest in our employees by providing ongoing opportunities for training, networking and mobility. Join us and let’s shape the future of Credit Suisse together. We Offer Credit Suisse’s Credit Risk Management (CRM) department within the Chief Risk Officer (CRO) division is responsible for credit risk-related methodologies. The Credit Analytics team in CRM has specific responsibility for development of models to capture such risks within regulatory guidelines, implementation and maintenance of such models within the bank’s IT systems and ongoing monitoring / testing, documentation and communication with regulators in relation to such models and provision of related policies / processes pertinent to this. The Credit Analytics team has an opportunity for an experienced quantitative analyst to join the Trade analysis team. The Trade analysis team is responsible for performing pre-trade exposure calculations for live trades. This includes portfolio impacts (PE & EPE), haircut/initial margin recommendations, and in-depth analysis of structured deals. The Trade analysis team is also responsible for determining and publishing Loan-to-Values (LTV) for collateral backed lending business. Responsibilities As a Credit Risk Trade Analyst, you will enjoy a key role within the team, duties will include Calculating credit risk for live trade across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives). Calculate LTVs of Hedge Funds, Investment Funds, Structured Products, Money Market Instruments, Equity and Fixed Income to support the Lombard Lending business. Checking for any discrepancy between pre and post trade analysis. You Offer We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products. Interested candidates must have 4 years of experience (in a quantitative role) and be able to demonstrate the following qualifications and competencies Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience. Bachelors or Masters degree in quantitative or relevant discipline preferred. Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C , etc.) is an advantage. Ability to work well under stress and tight timelines with a minimum amount of supervision. Strong verbal and written communication skills with the ability to express complex financial instruments in simple terms. Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.

Banking -General


Experience: 0-3

Function: Finance / Insurance Services