Market Risk Analyst M/F

You will join Crédit Agricole CIB Americas as a Market Risk Analyst

Your concrete missions will be the following :

• Produce and analyze risks indicators for the consolidated Americas perimeter (US+Canada+Brazil): Sensitivities (Greeks, …) versus limits, Value at Risk & Stressed VaR, Fx Exposures,

• Produce and comment the “Weekly dashboard” which presents a summary of the P&L and Risks of the Americas perimeter,

• Conduct ad-hoc analyzes on VaR, Stressed VaR, Stresses, or any other risk metric relevant to the activity.

• Maintain and develop the tools used by the team: Excel files with VBA and Python programs.

• Help in preparing and commenting:

  • On a monthly basis: the Market Risk Committee
  • On a quarterly basis: the Extended Market Risk Committee and the US Risk Committee

To be eligible for a VIE :

• Be less than 28 years old
• Be graduated of Master Degree
• Be EU citizen

Don’t forget to mention this information explicitly in English in your resume and/or cover letter!