VP Derivatives Risk Manager, Global Lombard and Deposit Group, APAC Financing Group (AFG), Wealth Ma

Credit Suisse
Singapore, Singapore
15 Nov 2022
15 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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
Risk Management
  • A member of the Lombard Risk Management team with the primary responsibility of managing credit risk exposure of the firm resulting from derivative positions of PB clients with a Lombard facility i.e. loss prevention
  • Reviewing credit profile of PB clients applying for derivative facilities and providing recommendation to CRM for approval decision
  • Holistic analysis of loan and derivative exposures which requires understanding of derivative products, risk methodologies and stress test reports
  • Providing key business partners with timely alerts on risk positions and recommending course of action to mitigate potential loss scenarios
  • Drive discussions relating to credit methodology for derivatives e.g. margin calculation, calibration of parameters relating to VaR factors, liquidity thresholds, etc.

Business Focus
  • Additional objective to build a stronger derivative platform that can support the business ambitions of PB in line with the primary objective
  • Be the primary interface for PB RMs in Singapore on credit matters related to derivatives including facility requests, exposure methodology, margin calls, etc.
  • Drive discussions on credit conditions with RMs, Origination team and CRM for accounts which pose higher risk as a result from derivatives trading
  • Building and working collaboratively with product sales as partners in handling active accounts

Business Platform
  • Driving platform improvements relating to margin calculation, stress testing and facility approvals in line with the objectives of the role
  • Steering all frameworks and policies related to derivatives with multiple business partners including Origination, CRO and PB FO

Your future colleagues

AFG is a key pillar for the Credit Suisse strategy in APAC and works closely with both Investment Banking Capital Markets and Wealth Management to provide private debt financing solutions to clients across the capital structure, including, senior and mezzanine loans, as well as, other bespoke financings. Financing solutions are delivered using CS balance sheet on a principal basis and/or as an arranger with syndication to global investors. 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. 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 cultural values

You Offer

N/A - pending TWWW agreement

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