IRRBB Treasury Risk Governance
Credit Suisse
Warsaw, Warsaw, Poland
3 d. temu

We Offer

The Risk division is a highly visible, dynamic area of the firm where you can be an integral part of decisions making that supports the bank’s business.

Our responsibilities range from enterprise risk management to risk and finance reporting and regional risk teams covering the risk management for our entities.

The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.

We offer a collaborative and ambitious, entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

  • A challenging role within the Treasury Market Risk team which is responsible for the market risk oversight of the Treasury functions worldwide and the monitoring and reporting of the Credit Suisse Interest Rate Risk in the Banking Book (IRRBB) exposure
  • In the context of Treasury risk management and in particular IRRBB, perform risk data analysis in order to understand and explain movements in risk metrics down to the business line and product level, and be able to discuss and explain this level of detail within both Risk and Finance departments
  • Liaising with internal business partners (i.e. Divisional / LE CROs, Finance & Business) to explain risk metric movements and drivers of the various models used within Risk
  • Allocation of limits and risk appetite from Credit-Suisse Group to legal entities / branches and divisions
  • Assist in the development and maintenance of market risk scenarios and stress testing calculations
  • Contribute to the development of internal processes, policies and maintaining that the documentation is up to date and syndicated with all the relevant parties
  • Practice your presentation and communication skills and develop visionary and creative ways to explain complex subject matter to business partners
  • A variety of responsibilities for example related to our IT system landscape or the optimization of risk monitoring processes both in the context of our regular tasks and change initiatives
  • Participation in leading change (e.g. Reporting) and further technical development of the Treasury Risk function
  • Your opportunity to become a subject matter expert for Treasury risk and market risk topics
  • Open to discussing flexible / agile working.

    You Offer

  • You have University degree in banking and finance or a comparable quantitative field of study
  • You have very good Microsoft Office application knowledge (particularly MS Excel and VBA programming skills)
  • Pronounced flair for numbers and strong analytical capabilities
  • You have a deep understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR, sensitivities) and IRRBB-
  • specific metrics such as economic value of equity and earnings

  • You have an understanding of financial products and trading strategies
  • You have ability to apply technical knowledge to practical situations and complex transactions
  • You have analytical approach and attention to detail
  • You are effective and confident in terms of communication with management and good presentation skills
  • You have high standard of written English, and experience of producing formal documentation
  • You have up to 3 years of relevant experience in Banking / Finance
  • You have background knowledge in financial instruments, financial markets, and risk management concepts
  • You have ability to work independently and look for pragmatic solutions
  • You have communicative and enthusiastic character who enjoys working in a team
  • Charity days
  • Training and development
  • 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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