Capital Risk

6 days ago

Pune, India Credit Suisse Full time

**Your field of responsibility**

As part of RDM (Risk and Data Management) Capital, team members will be responsible for the below:

- Validate credit risk exposure calculation at a counterparty and a portfolio level across various products -OTC Derivatives, FX, Repo, Exchange traded derivatives, SLB, from regulatory perspective using different methodologies like Monte Carlo, SA-CCR, CEM, Value at risk etc.
- Validate end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
- Able to re-compute credit risk exposures for data quality or methodology issues.
- Analyze EAD/Expected Positive Exposure/Potential future exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
- Seek to demonstrate Ownership of Exposure outputs by analyzing the same for Default Risk RWA, Advanced CVA RWA.
- Seek to identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by using advanced simulation tools and models for factor based, and Monte Carlo based risk calculators
- Develop practical solutions for regulatory exposure validations for credit risk related reporting across new regulatory changes like SACCR based large exposure reporting & leverage-ratio, Reduced IRB/Basel 3 Revised, capital floor.
- Coordination with various business partners like - Quantitative analysis and technology, Capital Reporting, Capital management, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing

**Your future colleagues**:
The department Risk analytics and solutions function organization is responsible for the data and production elements of credit risk limit monitoring, capital reporting deliverables, accountable for the accuracy and timeliness of inputs provided for reporting purposes.

The team comprises of young and driven individuals with a strong flair for identifying and remediating data quality issues and exploring avenues to improve efficiency and quality benchmarks. The team values a learning approach and actively participates in cross-learning opportunities to gain expertise over different regulations and processes.

We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values

**Your skills and experience**
- Post-Graduate degree in Finance/Statistics/Economics/Sciences/Engineering/Mathematics
- 2-5 years of work experience in a financial institution with good product knowledge of derivatives and lending products, demonstrating a solid grasp of Counterparty Risk management tools and techniques & outstanding analytics skills
- Knowledge of Basel Capital ratios, Standardized approach, Internal Model Methods, and regulatory risk concepts such as RWA, PE/EAD/EPE/EE, Netting, Margining, Wrong way risk, etc from Basel 3 regulations perspective.
- Ability to work with large volumes of data using spread sheet (Advanced Excel & VBA) and Database Query tools (SQL) with basic VBA/Python/ R coding skills
- Outstanding attention to detail, problem solving and communication skills including ability to interact successfully with business partners

Dedication to fostering an inclusive culture and value diverse perspectives.

**Your new employer**:
Find a new home for your skills, ideas, and ambitions. Credit Suisse offers you the ideal environment to progress your career, attractive benefits and excellent training.

We are a leading wealth manager with strong global investment banking capabilities founded in 1856. Headquartered in Zurich, Switzerland, and with more than 45,000 employees from over 150 nations, we are always looking for motivated individuals to help us shape the future for our clients.

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success. We are committed to building a culture of inclusion with a deep sense of belonging for all of us. We will consider flexible working opportunities where possible. Our bank provides reasonable accommodations to qualified individuals with disabilities, as well as those with other needs or beliefs as may be protected under applicable local law. If you require assistance during the recruitment process, please let your recruiter know.

  • Capital Risk

    2 weeks ago

    Pune, Maharashtra, India Credit Suisse Full time

    Your field of responsibilityAs part of RDM (Risk and Data Management) Capital, team members will be responsible for the below:Validate credit risk exposure calculation at a counterparty and a portfolio level across various products -OTC Derivatives, FX, Repo, Exchange traded derivatives, SLB, from regulatory perspective using different methodologies like...

  • Capital Risk

    4 weeks ago

    Pune, India Credit Suisse Full time

    Risk Management English **We Offer** As part of RDM (Risk and Data Management) Capital, team members will be responsible for the below: - Validate credit risk exposure calculation at a counterparty and a portfolio level across various products -OTC Derivatives, FX, Repo, Exchange traded derivatives, SLB, from regulatory perspective using different...

  • Capital Model Risk Analyst For NBFC

    6 days ago

    pune, India Skill Ventory Full time

    Roles and Responsibilities Risk Management is core to Bajaj Finance. Most of the decisions in Risk Management are data driven and analytical. Statistical models are required to look at multi-variate dimensions from a risk perspective including calculating the expected , Unexpected credit loss, scenario analysis, forecasting etc. Statistical models...

  • Business Analyst Capital Markets

    4 weeks ago

    Pune, India Virtusa Full time

    Business Analyst Capital Markets - CREQ188368 Description Job Description: 6+ years experience in Business Analysis worked on Finance or Front office with expertise on capital markets/rates/commodities etc who understand PnL or risk attributes.Experience in Development projectsVery strong communication and intrapersonal skillsAbility to work in a high-paced...

  • Business Analyst Capital Markets

    1 month ago

    Pune, India Virtusa Full time

    Business Analyst Capital Markets - CREQ188368 Description Job Description: 6+ years experience in Business Analysis worked on Finance or Front office with expertise on capital markets/rates/commodities etc who understand PnL or risk attributes. Experience in Development projects Very strong communication and intrapersonal skills Ability to work in a...

  • Business Analyst Capital Markets

    2 weeks ago

    Pune, Maharashtra, India Virtusa Full time

    Business Analyst Capital Markets CREQ188368 Description Job Description: 6+ years experience in Business Analysis worked on Finance or Front office with expertise on capital markets/rates/commodities etc who understand PnL or risk attributes.Experience in Development projectsVery strong communication and intrapersonal skillsAbility to work in a high-paced...

  • Business Analyst Capital Markets

    4 weeks ago

    pune, India Virtusa Full time

    Business Analyst Capital Markets - CREQ188368 Description Job Description: 6+ years experience in Business Analysis worked on Finance or Front office with expertise on capital markets/rates/commodities etc who understand PnL or risk attributes.Experience in Development projectsVery strong communication and intrapersonal skillsAbility to work in a high-paced...

  • Business Analyst Capital Markets

    4 weeks ago

    Pune, India Virtusa Full time

    Business Analyst Capital Markets - CREQ188368 Description Job Description: 6+ years experience in Business Analysis worked on Finance or Front office with expertise on capital markets/rates/commodities etc who understand PnL or risk attributes. Experience in Development projects Very strong communication and intrapersonal skills Ability to work in a...

  • Finance Reg Capital Calculations

    4 weeks ago

    Pune, Maharashtra, India Barclays Full time

    Job Title : Finance Reg Capital Calculations Location: Pune About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment...

  • Business Analyst Capital Markets

    2 weeks ago

    Pune, Maharashtra, India Virtusa Full time

    Business Analyst Capital Markets - CREQ188368 Description6+ years of experience in Business Analysis focusing on Finance or Front office, specializing in capital markets, rates, commodities, etc., with a deep understanding of PnL or risk attributes.Experience in development projectsStrong communication and interpersonal skillsAbility to thrive in a...

  • Credit Risk Domain Expert

    2 weeks ago

    Pune, Maharashtra, India SAS Full time

    Credit Risk Domain Expert - Development Job Locations IN-Pune Requisition ID Job Category Research and Development Travel Requirements None Product Development: Collaborate on the development of SAS Solution for Regulatory Capital. Assess the impact of new regulations (Basel 4, CRR3) on the existing solution. Develop regulatory capital...

  • Credit Risk Domain Expert

    3 weeks ago

    pune, India SAS Full time

    Credit Risk Domain Expert - Development Job Locations IN-Pune Requisition ID 20060673 Job Category Research and Development Travel Requirements None Product Development: Collaborate on the development of SAS Solution for Regulatory Capital. Assess the impact of new regulations (Basel 4, CRR3) on the existing solution. Develop regulatory...

  • Credit Risk Domain Expert

    4 weeks ago

    Pune, India SAS Full time

    Credit Risk Domain Expert - Development Job Locations IN-Pune Requisition ID 20060673 Job Category Research and Development Travel Requirements None Product Development: Collaborate on the development of SAS Solution for Regulatory Capital. Assess the impact of new regulations (Basel 4, CRR3) on the existing solution. Develop regulatory capital...

  • Counterparty Credit Risk, Exposure Move Analysis

    2 weeks ago

    Pune, Maharashtra, India Credit Suisse Full time

    Your field of responsibilityAs part of the RFDP- Capital team member will be responsible for the below:To validate credit risk exposure calculation at a counterparty and a portfolio level across various business-lines like Private Banking, Prime Brokerage, ETFO, OTC Derivatives, FX, Repo, SLB, from regulatory perspective To validate endtoend data flow and...

  • DWS Risk Manager

    3 months ago

    Pune, India E902 DWS India Private Limited, Maharashtra Branch Full time

    Description : Job Title: Model Validation Specialist Location: Pune Role description DWS Group (DWS) is one of the world's leading asset managers with EUR 833bn of assets under management (as of 30 June 2022). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is...

  • DWS Risk Manager

    3 weeks ago

    pune, India E902 DWS India Private Limited, Maharashtra Branch Full time

    Description : Job Title: Model Validation Specialist Location: Pune Role description DWS Group (DWS) is one of the world's leading asset managers with EUR 833bn of assets under management (as of 30 June 2022). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia....

  • DWS Risk Manager

    2 weeks ago

    Pune, Maharashtra, India E902 DWS India Private Limited, Maharashtra Branch Full time

    Description : Job Title: Model Validation Specialist Location: Pune Role description DWS Group (DWS) is one of the world's leading asset managers with EUR 833bn of assets under management (as of 30 June Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised...

  • DWS Risk Manager

    4 weeks ago

    Pune, India E902 DWS India Private Limited, Maharashtra Branch Full time

    Description : Job Title: Model Validation Specialist Location: Pune Role description DWS Group (DWS) is one of the world's leading asset managers with EUR 833bn of assets under management (as of 30 June 2022). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is...

  • Credit Risk Analytics

    4 weeks ago

    Pune, India TMI Group IN Full time

    **Job Information**: - Salary - **₹ 800000 - 1500000**- No. of Openings - **1 opening**- Required Skills: - **analytics**- Job Experience: - **1 - 5 years**- Job Qualifications - **Bachelor's Degree** **About Client**: Client is an AI/ML based start-up specializing in risk analytics, data conversion and data enrichment capabilities. Founded in 2017, by...

  • Senior Analyst, Risk Analytics

    1 week ago

    Pune City, India Northern Trust Full time

    About Northern Trust:Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...