Vice President, US Equity Risk Management

Crédit Agricole CIB; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

Crédit Agricole CIB US Equity Risk Management is seeking a seasoned analyst to monitor and analyze market risks in Equity and Equity derivatives, participate in limit reviews, and contribute to valuation methodologies.

You will collaborate with the global RM Equity team, prepare dashboards for US management, and help maintain robust risk reporting and governance across the CACIB US and CUSO franchises.

Qualifications

• Master's degree in a relevant field; Quantitative/finance background preferred.
• 6-10 years of experience in banking with a focus in equity risk.
• Strong analytical and communication abilities.

Responsibilities

• Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations.
• Analysis, monitoring and supervision of daily production of results explanations.
• Analysis, monitoring and supervision of risks and notification of limit breaches.
• Analysis and validation of new operations / one-offs.
• Contribute / Participate in weekly dashboards for CACIB US and CUSO management and in Market Risk Committee materials.
• Definition and evolution of market risk measurement methodologies and reserves/adjustments for Equity and related scope.
• Annual review of limits.

Skills

Market risk control

Equity derivatives

Analytical skills

Communication skills

Leadership

Team coordination

Autonomy

Relationship skills

Transversality

Organizational skills

Education

Master's degree (BAC +5)

Degree in Risk Management/Finance/Quantitative Finance/Mathematics/Statistics

Job description

Within the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives.

Position Overview

The US Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results, participates in the review of market limits and report limit breaches.

The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology.

Key Responsibilities

Primary Duties:

• Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations
• Analysis, monitoring and supervision of daily production of results explanations
• Analysis, monitoring and supervision of risks and notification of limit breaches
• Analysis and validation of new operations / one-offs
• Contribute / Participate material and presentations for the CACIB US and CUSO management through a weekly dashboard, at the US Market Risk Committee and the CUSO Market Risk Bureau.
• Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or ES scope
• Annual review of limits

Secondary Duties:

• Production and analysis of market risks
• Calculation of reserves for GRI Equity / ES scope
• Semi-annual and annual business activity reviews
• Participation in implementing regulatory changes (FRTB...)
• Responding to regulator requests (AQR, EBA Stress, QIS, FED, NYDFS etc...)
• Improvement and implementation of risk analysis and monitoring tools
• Assist the MAM team in maintaining a robust risk and valuation reporting framework

Job Specifics

• Work in open space. On-call duty possible on holidays

Key Internal Contacts

Local/Regional MAM, Local Market Risk Management, RPC and Front Office, Regional Management, Internal Audit, Compliance

Key External Contacts

External audit

Education:

• Master's degree (BAC +5)
• Degree preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics

Experience:

• 6-10 years of experience in banking, with focus in equity risk.

Technical Skills:

• Experience in market risk control (Risk Management, Activity Monitoring)
• Good knowledge of equity derivative products
• Ability to communicate with ease and clarity
• Analytical and synthesis skills
• Rigor and organizational skills
• Results-oriented and priority setting
• Autonomy
• Relationship/Commercial skills
• Ability to cooperate/Transversality
• Ability to lead and structure team activities