Strategic Risk Manager, AVP

Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse.

We Offer
Credit Suisse APAC has an opportunity in Singapore for a risk professional (AVP level) in Strategic Risk Management (SRM). The role is responsible for performing stress testing, portfolio risk management, risk appetite and risk identification. It will work very closely with senior management in APAC and have visibility across global teams.
As a part of role, your responsibility includes:
Stress Testing

• Develop and enhance stress testing model methodologies and capabilities for Lombard, SBL, Corp loans and PB/IB derivatives
• Build automatic and innovative solutions for stress testing and portfolio analysis via coding
• Be familiar with various Group market and credit risk stress testing model methodologies and systems
• Be knowledgeable on various Group stress testing scenarios (i.e. SFTQ, LPA, EMHL), etc.
• Analyze monthly stress testing results that will be presented in Risk Management Committee meeting
• Liaise with other risk departments (e.g. credit, market, operational, liquidity) to provide holistic and complete risk analysis

Portfolio Risk Management

• Perform portfolio default and recovery analysis
• Perform portfolio deep dive analyses for trending risk topics

Risk Appetite

• Prepare risk appetite dashboards and perform risk analyses for the APAC region and legal entities
• Support ICAAP in various APAC jurisdictions
• Monitor and tracked these appetites against their respective limits
• Deliver risk appetite related regulatory requirement on climate risk

Risk Identification

• Support collation of material risks identified by the Risk Identification and Assessment process across risk types and 1LoD/2LoD.
• Prepare in depth presentations and deep dives for senior risk management
• Link the current news events and macroeconomic developments to determine their impact on the APAC portfolio

Your future colleagues

You will work with experienced professionals with various background, including quants, risk managers and project managers.
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.

You Offer

Yes

Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.