Risk Analyst

il y a 3 semaines


Montrouge, Île-de-France Crédit Agricole CIB Temps plein
Job Description

Join Crédit Agricole CIB as a Risk Analyst and contribute to the identification, analysis, and control of market risks, credit risks, and operational risks. As a key member of the Risk and Permanent Control team, you will be responsible for calculating and validating daily portfolio results, explaining variations in results, and analyzing risk indicators.

Main Responsibilities
  • Calculate and validate daily portfolio results on Repo and Secured Funding activities using Front Office tools.
  • Explain variations in results through market analysis, portfolio exposure, and new operation impact.
  • Calculate, validate, and analyze market risk indicators: Sensitivities, VaR, SVaR, and stress scenarios.
  • Control adherence to attributed limits and alert thresholds, and analyze levels and variations.
  • Contribute to the FRTB project: validation of new market risk measures, portfolio eligibility, and SBA.
Secondary Missions
  • Participate in regulatory projects and studies: QIS, Stress Tests, AQR.
  • Participate in the evolution of technological systems.
  • Contribute to automation and reliability of treatments and controls.

Required experience: 2 to 5 years in Market Finance. Education: Business school, engineering school, or Master's degree in Finance with specialization in Market Finance.


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