Mgr.-Operational Risk Mgmt. 217094

Mgr.-Operational Risk Mgmt. 217094

Credit Suisse | Pune, MH, IN

Posted 20 days ago

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Description



As part of CRCO DM DQAM Credit, team members will be responsible for the below:
. Validate credit risk exposure calculation at a portfolio level across various business lines like Loans, ETFO, OTC Derivatives, FX, Repo & SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.
. Validate end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
. Re-computing credit risk exposures for data quality or methodology issues.
. Analyze Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
. Credit Risk IB adjustments on daily/weekly/monthly basis to ensure correct Credit risk reporting.
. Preparation of metrics reports for baseline risk measures
. 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, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators
. Interacting with various business partners like - Credit Analytics, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing.
Your future colleagues
We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm' D&I ambition which is an integral part of our global cultural values.

As part of CRCO DM DQAM Credit, team members will be responsible for the below: . Validate credit risk exposure calculation at a portfolio level across various business lines like Loans, ETFO, OTC Derivatives, FX, Repo & SLB from Internal limit monit

Skills: Operational Risk Management, Credit Analytics

Experience: 0.00-0.00 Years