Market Risk Analyst M/F

Crédit Agricole CIB; New York (NY); On-site; USD 90,000 - 130,000; Full time

Job summary

Crédit Agricole CIB Americas invites a Market Risk Analyst to join the team. The role focuses on producing and analyzing risk indicators for the Americas perimeter (US, Canada, Brazil) and delivering the weekly P&L and risk dashboard.

You will perform ad-hoc analyses on VaR, Stressed VaR, and stress scenarios, and maintain Excel VBA and Python tools used by the team. You will contribute to the Market Risk Committee monthly and the Extended Market Risk Committee and US Risk Committee quarterly,

Qualifications

• Be under 28 years old.
• Have a Master degree.
• EU citizen required.

Responsibilities

• Produce and analyze risk indicators for the Americas perimeter (US, Canada, Brazil).
• Produce and comment the Weekly dashboard of P&L and Risks for the Americas perimeter.
• Conduct ad-hoc analyses on VaR, Stressed VaR, or other risk metrics.
• Maintain and develop tools (Excel with VBA and Python programs).
• Assist in monthly Market Risk Committee and quarterly Extended Market Risk Committee and US Risk Committee.

Skills

Risk analysis

Education

Master's degree

Tools

Excel (VBA)

Python

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!