XVA Market Risk Analyst

Crédit Agricole CIB; London; On-site; GBP 50,000 - 75,000; Full time

Job summary

A leading corporate and investment bank is seeking an XVA Market Risk Analyst in London. This role involves monitoring market risk exposure, enhancing methodologies, and collaborating with multiple stakeholders, requiring strong analytical skills and a postgraduate degree in a relevant field. Ideal candidates will have experience in capital markets or trading, with proficiency in Excel and VBA.

Qualifications

• Postgraduate degree - MA/MSc/PhD/Doctorate or equivalent required.
• Experience in capital markets: risk department (preferably market risk), or trading.
• Knowledge of derivatives products and market risk.

Responsibilities

• Monitor business activity and compliance with limits.
• Analyse and report market risk exposure.
• Enhance risk management methodologies.

Skills

Analytical Skills

Problem Solving

Attention to Detail

Organizational Skills

Stakeholder Management

Education

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

Tools

Excel

VBA

Python

SQL

Job description

Vacancy details

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.com

Twitter: https://twitter.com/ca_cib
LinkedIn: 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.

Reference
2025-98549

Update date
26/03/2025

Job description
Business type

Types of Jobs - Risk Management / Control
Job title

XVA Market Risk Analyst
Contract type

Permanent Contract
Management position

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

Position location
Geographical area

Europe, United Kingdom
City

London

Candidate criteria
Minimal education level

Postgraduate degree - MA/MSc/PhD/Doctorate or equivalent
Academic qualification / Speciality

• 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

English