L3 C
Credit Suisse
Wroclaw, Wroclaw, Pologne
7 d. temu

We Offer

  • Provide application and business support to the CAV & CVA trading desks globally.
  • Develop and improve the trading risk applications used by the front office in line with Bank and IT wide policy.
  • Address bugs found in the application.
  • Investigate issues raised by Trading, Quants, Product Control or Risk Management.
  • Make Ad-Hoc and BAU changes as and when requested by these teams.
  • You will join the CAV & CVA IT BAU team. The primary role will be to work closely with and support the activities of the CAV & CVA trading desks, including :

  • CAV, CVA, DVA, FVA calculation and hedging and Pnl reporting.
  • Overnight batch failure analysis.
  • Investigate any production issues raised from L1 / L2.
  • Ensure downstream feed OLAs are met and ongoing capacity requirements are tracked to prevent future breaches.
  • This role provides an excellent opportunity to work closely with the front office and quant developers in areas at the forefront of regulatory change and development in investment banking

    Open to discussing flexible / agile working.

    You Offer

    You will work on the bank's strategic risk system to support the CAV & CVA desks, including :

  • Acting as 3rd line support for the Risk Management Systems taking concerns from 1st / 2nd line teams.
  • Making configuration changes as and when required by Trading or downstream consumers within ITIL guidelines and Bank / IT policy.
  • Effect changes to the production environment to ensure optimal processing.
  • Working with the Quant developers to make changes to Pricing Rules, Valuation Rules, adding trade types etc.
  • Very good knowledge of financial / trading related risk and financial instruments (preferably Rates and Credit Derivatives but we will also consider applicants with other derivatives knowledge).
  • Significant experience of ad hoc testing and change for traders often at short notice.
  • Good C# development skills.
  • Experience using SQL within MSSql databases.
  • You are proficient at working independently but will also deal directly with traders regarding complex issues on short timescales.
  • Credit Suisse's participation in the OTC derivatives market exposes the bank to counterparty credit risk. Credit Suisse manages counterparty credit risk by setting credit limits at counterparty level, by pricing and hedging counterparty risk and by calculating and allocating economic capital.

    The CVA IT Team is responsible for implementing the technology services to :

  • Accurately measure counterparty credit exposures across all products, desks and counterparties.
  • Accurately price counterparty risk in real time for all trades based on marginal impact.
  • Provide analytics to monitor and evaluate trades and the resulting counterparty risk portfolio.
  • Revalue the portfolio daily and calculate the monthly counterparty CVA, offsetting own spread CVA and net CVA for external reporting purposes.
  • Building out more front-office trader tools and functionality as required.
  • The CVA trading desk function requires them to perform valuation of trades from across the entire bank in order to calculate total exposure to the bank's counterparties.

    This creates a rare opportunity to increase knowledge across all asset classes whilst interacting with a FO trading desk that are engaged with IT and willing to spend time ensuring the IT solutions exactly meet their needs.

    Many upcoming Basel III regulatory changes are within the CVA domain; Credit Suisse is already on the cusp of these changes ahead the majority in the industry.

    This is an opportunity to gain early exposure to upcoming "groundbreaking" regulatory changes that present some exciting technical challenges.

    Our benefit

  • Private medical care
  • Charity days
  • Training and development
  • Internal Mobility
  • Other optional

  • Language training course
  • Mentoring
  • Family nursery and kindergarten funding, gift vouchers for Christmas
  • Parking allowance
  • Health promotion : Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)
  • Employee discounts on various products and services (event tickets, consumer products, etc.)
  • Relocation package
  • Employee Referral Program
  • Flexible work schedule and working from home (home office)
  • If you apply for this role this means you agree with the following statement :

    Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment.

    Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.

    U No. 133, item 883) . I authorize Company to process my personal data for future recruitment processes.

    Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

    Credit Suisse and affiliates registration details.-

    Credit Suisse (Poland) sp. z.o.o Registered office - 1 Icchoka Lejba Pereca street, 00 - 849 Warsaw

    Credit Suisse Group AG Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates

    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,

    Cut-e AG Kleiner Burstah 12 Registered office - 20457 Hamburg, Germany and

    Milch & Zucker The Marketing & Software Company AG Registered office - Küchlerstraße 1, 61231 Bad Nauheim

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