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Market Risk Analyst M/F
Job description
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!
Description copied from Credit Agricole CIB's careers page. Read the full posting before you apply.
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