the

future
at work
2017 Market Liquidity Risk Management Summer Analyst
Description
What do we do:
Risk Analysis
Risk Management
Model Validation
Regulatory Requirements
Scenario Analysis
Time Series & Reference Data
Risk Reporting
Key Responsibilities
The candidate would be involved in one or more projects in the following areas:
Develop and maintain models required for estimation of obligors: Probability of default (PD) , Loss given default (LGD) and
Exposure to default (EAD).
Provide credit exposure analysis on pre-and live-trades across all markets (FX, Rates, Equities, Credit) and financial
products (Loans, Derivatives) to Trader and credit officers. The exposure is used to determine Credit charges and to assess the
impact of new trades on regulatory capital.
Back-test IMM credit exposure models, works on the enhancement and maintenance of these models and tactical tools;
Credit scenarios stress testing including stress testing methodology, new scenario definitions and regulatory reporting.
Assess issuer risk on the trading book, develop, implement and maintain IRC models.
Develop and calibrate Risk Factor Estimation (RFE) models in Monte Carlo Engine (a statistical technique to calculate
exposure) for all asset classes.
Develop and improve inputs, models and controls for collateralized exposure (EPE, PE) calculations (in INSIGHT)
Collaborate with global teams in delivering Strategic projects in meeting our regulatory commitments

Qualifications
Key Skills required:
Quantitative Aptitude
Programming
Stakeholder Management
Product Knowledge
Knowledge of Markets
Communication Skills
Whatever your background, youll need to be:
A leader who engenders loyalty, assumes responsibility and mobilizes others
A critical thinker with excellent problem-solving skills
A proactive self-starter who achieves significant results

A supportive and adaptable team member who can build strong relationships
An articulate communicator who also recognizes the importance of listening
Principled and committed to the highest standards of ethical behavior

Credit Suisse Firm Overview

Credit Suisse is a global financial services company providing Private Banking & Wealth Management services, and Investment
Banking services and expertise, to companies, institutions and high-net-worth clients. Credit Suisse is active in more than 100
countries and employs over 46,000 people. As a stable company with a long banking tradition, we are one of the most
respected banks in the world. Further information about Credit Suisse can be found at www.credit-suisse.com

Credit Suisse is an Equal Opportunity Employer and does not discriminate in its employment decisions on the basis of any protected category.
To the extent permitted or required by applicable law, a candidate who is offered employment will be subject to a criminal record check and
other background checks before the appointment is confirmed. 2013 CREDIT SUISSE GROUP AG and/or its affiliates. All rights reserved.