VP, US Equity Risk Management — Analytics & Reporting

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

Job summary

The US Equity Risk Management Analyst (Vice President) at Crédit Agricole CIB is integrated into the global RM Equity team, responsible for Equity Solution and GRI activities. The analyst controls and analyzes market risks and results, participates in review of market limits and report limit breaches, and contributes to valuation methodologies and parameter control.

Will contribute to weekly dashboards for US Market Risk Committee and management, with on-call duties and occasional holidays;

Qualifications

• Experience in market risk control and analysis.
• Good knowledge of equity derivative products.
• Strong IT skills in VBA, Excel, Access and SQL.

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 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.
• 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.

Skills

Market risk control

Equity derivatives

IT skills

Tools

VBA

Excel

Access

SQL

Job description

The US Equity Risk Management Analyst (Vice President) at Crédit Agricole CIB is integrated into the global RM Equity team, responsible for Equity Solution and GRI activities. The analyst controls and analyzes market risks and results, participates in review of market limits and report limit breaches, and contributes to valuation methodologies and parameter control.

Will contribute to weekly dashboards for US Market Risk Committee and management, with on-call duties and occasional holidays;