Market Risk Analyst Your main missions will be
Amsterdam (Montgomery) Accounting / Management control
Job description
Détail de l'offre
Informations générales
Entité
Crédit Agricole CIB est la banque de financement et d'investissement du Groupe Crédit Agricole, 13e groupe bancaire mondial par les fonds propres Tier 1 (The Banker, juillet 2017).
Crédit Agricole CIB propose à ses clients une gamme étendue de produits et services dans les métiers de la banque de marchés, de la banque d'investissement, des financements structurés et de la banque commerciale.
Ses activités s'articulent autour de six pôles majeurs :
• Relations clients et réseau international,
• Banque commerciale et Trade,
• Banque d'investissement,
• Financements structurés,
• Banque de marchés,
• Optimisation de la Dette et Distribution.
La Banque accompagne les clients sur les grands marchés internationaux grâce à son réseau mondial dans les principaux pays d'Europe, des Amériques, d'Asie-Pacifique et du Moyen-Orient.
Référence
2018-34831
Date de parution
06/02/2019
Description du poste
Type de métier
Types de métiers Crédit Agricole S.A. - Financement et Investissement
Types de métier complémentaires
Types de métiers Crédit Agricole S.A. - Risques / Contrôles permanents
Type de contrat
VIE
Durée (en mois)
12
Date prévue de prise de fonction
01/03/2019
Missions
As Market Risk Analyst you will joint CACIB New York and especially the Risk & Permanent Control Division (RPC) department.
The Risk & Permanent Control Division (RPC) masters and controls all the risks of the Crédit Agricole CIB Group, including those for International Private Banking: individual risks (or counterparty risks), market risks, country or portfolio risks, and operational risks. It also manages the network of Permanent Control correspondents.
It exercises its missions within the framework of the Risks business line of the Crédit Agricole Group. Its activities impact all of the entities of the head office and the network (branches and subsidiaries).
Your main missions will be :
- Produce on a daily basis and analyze risks indicators for the Americas consolidated risks perimeter in interaction with the Risk Managers :
• Sensitivities versus limits
• Value at Risk (VaR) + Stressed VaR
• Fx Exposures
- Produce and comment the "Weekly dashboard" in collaboration with the Risk Management.
The weekly dashboard presents a summary of the P&L and risks of the Americas perimeter.
- Conduct specific analyzes on Stress reports or Stress VaR levels, or on another risk factor at the request of Risk Management.
- Prepare and comment in collaboration with the Risk Management.:
• On a monthly basis : the Market Risk Committee
• On a quarterly basis: the Extended Market Risk Committee and the US Risk Committee
- Develop the tools used: excel files enhancement…
The VIE contract in short:
According Business France's eligibility conditions, the Volontariat International en Entreprise (VIE) is an assignment in a French company operating overseas for professionals between the age of 18 and 28 who are European Union nationals.
! IMPORTANT !
To apply, you need to meet the conditions mentioned above. If not, your application will not be selected.
If you are eligible, join your CV and a cover letter in English – and mention: your age and nationality.
For further information about the eligibility conditions to this programme, we invite you to go to Business France web
Localisation du poste
Zone géographique
Amérique, Etats-Unis d'Amérique
Ville
NEW YORK
Desired profile
Critères candidat
Niveau d'études minimum
Bac + 5 / M2 et plus
Formation / Spécialisation
Academic Background :Business school, Engineering/Computer science School, University
Specialization : Finance or Maths
Niveau d'expérience minimum
0 - 2 ans
Expérience
- first experience in Market Risk or other function related to Capital Market activities (P&L controller,...)
Compétences recherchées
Hard Skills :
- knowledge of Capital Market
- knowledge of Financial products in terms of Risk and Profit&Loss computation
- Culture of Market Risk
Soft Skills :
- Good communication and organization skills
Outils informatiques
- good knowledge of Excel and Access (including VBA)
Langues
English : fluent