Market Risk Analyst: VaR Dashboards & VBA/Python Tools

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

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,