Market Risk Analyst: VaR, Dashboards & Python Tools

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

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,