Market Risk Analyst M/F

Crédit Agricole; New York (NY); On-site; USD 90,000 - 120,000; Full time

Job summary

Crédit Agricole CIB Americas is seeking a Market Risk Analyst to build and analyze risk indicators for the consolidated Americas perimeter (US, Canada, Brazil). You will produce and comment the weekly risk dashboard, deliver ad-hoc VaR analyses, and maintain Excel VBA and Python tools used by the team.

The role requires a Master’s degree in Finance and EU citizenship eligibility criteria for VIE programs. Join a team that prepares and comments on Market Risk Committees monthly and quarterly,

Qualifications

• Produce and analyze risk indicators for the Americas perimeter (US+Canada+Braz).
• Comment on VaR, Stressed VaR, and FX Exposures.
• Support and comment on weekly risk dashboards and P&L summaries.

Responsibilities

• Produce and analyze risks indicators for the Americas perimeter including Greeks and VaR.
• Create and comment the Weekly dashboard showing P&L and Risks for the Americas.
• Conduct ad-hoc analyses on VaR, Stressed VaR and other risk metrics.
• Maintain and develop tools (Excel VBA, Python) used by the team.

Skills

Risk analysis

Financial modeling

Data interpretation

Education

Master's degree in Finance

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!