Market Risk Specialist
2 months ago
Job Description
Business Type
We are seeking a highly skilled Market Risk Specialist to join our team at Crédit Agricole CIB. As a key member of our Market Risk team, you will be responsible for monitoring and managing market risk exposure, ensuring that our business activities are in line with regulatory requirements and internal risk limits.
Key Responsibilities
- Monitor and analyze market risk exposure, identifying potential hot topics and areas for improvement
- Analyze and report on market risk metrics, providing insights and recommendations to senior management
- Collaborate with business teams to ensure that market risk is properly captured and managed
- Develop and maintain risk management methodologies and models
- Drive XVA-related projects and initiatives
- Mentor junior team members and provide guidance on market risk management best practices
Requirements
- Postgraduate degree in a numerate discipline (e.g. finance, mathematics, engineering, economics)
- Strong knowledge and experience in market risk management, with a focus on XVA and collateral management
- Excellent analytical and problem-solving skills, with the ability to communicate complex ideas to non-technical stakeholders
- Proficiency in Excel, VBA, Python, and SQL
- Fluency in English (mandatory), with French language skills desirable
About Us
Crédit Agricole CIB is a leading global financial institution, providing a wide range of financial services to corporate and institutional clients. We are committed to excellence in risk management and are seeking a talented Market Risk Specialist to join our team.
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