VP, US Equity Risk & Analytics Leader

Crédit Agricole CIB; New York (NY); On-site; USD 150,000 - 180,000; Full time

Job summary

Crédit Agricole CIB in New York seeks a Vice President-level US Equity Risk Management Analyst to monitor, analyze and control market risks for equity and equity derivatives. You will review limits, contribute to valuation methodologies and participate in risk reporting and governance through weekly dashboards and management committees.

The role involves day-to-day risk production, limit breach notification, and collaboration with MAM, Front Office and Compliance, with on-call duty on holidays

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 material and presentations for 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
• 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 description

Crédit Agricole CIB in New York seeks a Vice President-level US Equity Risk Management Analyst to monitor, analyze and control market risks for equity and equity derivatives. You will review limits, contribute to valuation methodologies and participate in risk reporting and governance through weekly dashboards and management committees.

The role involves day-to-day risk production, limit breach notification, and collaboration with MAM, Front Office and Compliance, with on-call duty on holidays