Market Risk Analyst

4 weeks ago


London, United Kingdom Crédit Agricole SA Full time

Types of Jobs - Risk Management / Control

Job title Contract type

Fixed-Term Contract

Term (in months)

12

No

Job summary

This is an exciting opportunity for an individual with prior experience in a similar role to join the Market Risk team in charge of XVA and Collateral Management.

In addition to the monitoring of our counterparty and funding risks, you’ll be responsible for improving the accuracy of our measures, enhancing our methodologies in a constantly evolving market and regulatory landscape, supporting the market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses.
You’ll work closely with the business, IT, finance, model validation and market activity monitoring teams.

Key Responsibilities:

  • Monitor the business activity and compliance with limits and mandate
    Analyse and report market risk exposure, understand the position to anticipate potential market impacts and hot topics
  • Analyse one-off, new limit and new product requests
  • Ensure risks are calculated and captured appropriately
  • Enhance our risk management methodologies
  • Drive XVA-related projects
Geographical area

Europe, United Kingdom

City

London

  • MSc in finance, maths, engineering, economics, or other numerate degree
Experience
  • Experience in capital markets: market risk or trading
  • Strong knowledge of derivatives products
Required skills
  • Robust understanding of market risk. Counterparty risk desirable
  • Attention to detail, problem solving, autonomy, organizational skills and ability to multitask
  • Ability to explain a complex topic in simple terms and manage various stakeholders
  • Proficiency in Excel and VBA. Python and SQL would be a plus
Languages General information Entity About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.For more information, please visit working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.

Entity About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.For more information, please visit working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities. #J-18808-Ljbffr



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