**************************************************************
JobCircle.com is the largest regional job board in the
Mid-Atlantic region, with tens of thousands of job offerings
in PA, NJ, DE, MD, NY, and Washington D.C. To learn more,
visit http://www.jobcircle.com?source=ng
**************************************************************

Job Title: VP Level Interest Rate Valuation Risk...
Job Location: NY: New York
Pay Rate: Open
Job Length: full time
Start Date: 2008-09-17

Company Name: Credit Suisse
Contact: Recruiter
Phone: email only please
Fax: email only please

Description: VP Level Interest Rate Valuation Risk Control – 0801006444

Job Description

Apply Online

Description

As one of the worlds leading banks, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally, as well as retail clients in Switzerland. Credit Suisse is active in over 50 countries and employs approximately 45,000 people. Further information can be found atwww.credit-suisse.com. Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance. Title:Valuation Risk Control Key Responsibilities: 1. Perform monthly price testing on Yield Curve, Basis Curve, Volatility, Volatility Skew, Mean Reversion, Spreadlocks, and Bond/Future Prices. 2. Price Testing review and review of appropriateness of market data used for product valuation. 3. Review of pricing models and valuation methodology appropriateness; assess additional parameter testing. 4. Assessment and appropriateness of provisions/ parameter uncertainty adjustments. Perform in conjunction with assessment of Fair Value leveling. 5. Structured Trade and Portfolio Reviews on complex transactions 6. New business/product approval and implementation 7. Process and system enhancements - working with IT and the business 8. P&L Validation, analysis and commentary based on risk sensitivities and VAR. 9. Participation in pricing model and valuation methodology approval workgroups 10. Working closely with senior management and trading in front office, risk and product control areas.

Qualifications Qualifications: Undergraduate degree in finance, accounting and/or math and economics. Previous Product Control, Trading or Risk work experience within a derivative product line. Technical and practical understanding of both Cash and Derivative Products required. Understanding of the market and able to implement procedures and react appropriately to changes as they happen (i.e. new market sources become available, market dislocation events, etc.) Financial Engineering degree or equivalent is preferable. ---------------------------------- 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.

Profile Job Field Other Locations US-NY-New York Schedule Full-time Travel No

Please refer to Job code creditsuisse-219260 when responding to this ad.

For FASTEST PROCESSING of your resume, please visit http://www.jobcircle.com/classifieds/1687960.html?source=ng to apply online.

**************************************************************
For fastest processing of your resume, this employer asks that
you apply to this job using the URL above.
**************************************************************