Company Name:-
Credit Suisse

Job Location:-
Pune, Maharashtra

Job Summary:-
Your field of responsibility
As part of CRCO DM DQAM Capital, team members will be responsible for the below:
Validate credit risk exposure calculation at a counterparty and a portfolio level across various business-lines like Prime Brokerage, OTC Derivatives, FX, Repo, ETFO, SLB, from regulatory perspective using different methodologies like Monte Carlo, CEM 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 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, capital floor.

Coordination with various business partners like – Credit Analytics, Capital Reporting, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing.

Your future colleagues
The department CRCO Data Quality and Assurance Monitoring function organization is responsible for the data and production elements of 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
The department 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 cul

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