XVA Market Risk Analyst

Crédit Agricole SA; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

An exciting opportunity has arisen for an individual with experience in Market Risk to join a leading financial institution in London. In this role, you will be responsible for monitoring risks, enhancing methodologies, and driving key projects in a dynamic market environment. Your expertise will be critical in ensuring compliance and accuracy in risk assessments while collaborating across various teams within the organization.

Qualifications

• Experience in capital markets, especially in market risk is essential.
• Must have strong knowledge of derivatives products.
• Ability to manage various stakeholders and communicate complex topics simply.

Responsibilities

• Monitor business activity and ensure compliance with limits and mandates.
• Analyse market risk exposure and report insights effectively.
• Drive XVA-related projects and mentor interns in the team.

Skills

Attention to detail

Problem solving

Organizational skills

Ability to multitask

Proficiency in Excel

Proficiency in VBA

Knowledge of derivatives products

Robust understanding of market risk

Education

MSc in finance, economics, maths, engineering, or other numerate degree

Tools

Excel

VBA

Python

SQL

Job description

Types of Jobs - Risk Management / Control

Job title

Contract type

Permanent Contract

No

Job summary

This is an exciting opportunity for individual with prior experience within the Market Risk space 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
• Mentor intern and work in collaboration with other members of the team

Geographical area

Europe, United Kingdom

City

London

• MSc in finance, economics, maths, engineering, or other numerate degree

Experience

• Experience in capital markets: risk department (preferably market risk), or trading
• Strong knowledge of derivatives products
• 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

Required skills

• 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.By working every day in the interest of society, we are a Group committed to diversity and inclusion and place people at the heart of all our transformations. All our job offersare open to persons with disabilities.For more information, please visit www.ca-cib.comTwitter: https://twitter.com/ca_cibLinkedIn: https://www.linkedin.com/company/credit-agricole-cib/By 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.By working every day in the interest of society, we are a Group committed to diversity and inclusion and place people at the heart of all our transformations. All our job offersare open to persons with disabilities.For more information, please visit www.ca-cib.comTwitter: https://twitter.com/ca_cibLinkedIn: https://www.linkedin.com/company/credit-agricole-cib/By 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.