Market Risk Specialist

2 weeks ago


London, Greater London, United Kingdom Crédit Agricole SA Full time

As a Financial Risk Professional at Crédit Agricole CIB, you will play a critical role in ensuring the bank's financial stability and compliance with regulatory requirements. The ideal candidate will have a deep understanding of FX, FX Options, and Exotic products, as well as expertise in risk management and analysis.

Key Responsibilities:
  • Analyse risks taken by the business – positions, sensitivities, and VaR figures, stress test results, both core and non-core risks (e.g., by testing the limits of the models used-calibrations)
  • Seek other market views – risk takers from various desks, quantitative analysis
  • Define the reserving policy for FX and FX Options businesses
  • Review current risk reporting processes and highlight gaps/weaknesses in current coverage, measurement, and/or methodologies
  • Establish a regular risk forum for the FX and FX Options business lines to discuss the above
  • Escalate critical risk to CRO/Head of Market Risk

The salary for this position is estimated at £100,000-£150,000 per annum, based on industry standards and location.

About Crédit Agricole CIB:

We are a pioneer in climate finance, offering a complete suite of services for clients. Our commitment to sustainability and corporate responsibility is reflected in our day-to-day operations and long-term goals.

Benefits:

We offer a competitive benefits package, including a comprehensive compensation and bonus structure, as well as opportunities for personal and professional growth.

Technical Skills Required:

The successful candidate will require advanced knowledge of MS Office Suite, Python, VBA, PowerBI, and whole MS Office Suite of products.



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