Crédit Agricole CIB
Job title:
XVA Market Risk Manager
Company
Crédit Agricole CIB
Job description
This is an exciting opportunity for an individual with prior experience in the Market Risk space to join the Market Risk team in charge of XVA and Collateral Management. In addition to the monitoring of our counterparty and funding risks, you’ll be responsible for improving the accuracy of our measures, enhancing our methodologies in a constantly evolving market and regulatory landscape, supporting the market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses.
You’ll work closely with the business, IT, finance, model validation and market activity monitoring teams.Supplementary InformationKey Responsibilities:
- Monitor the business activity and compliance with limits and mandate
- Analyse and report market risk exposure, understand the position to anticipate potential market impacts and hot topics
- Analyse one-off, new limit and new product requests
- Ensure risks are calculated and captured appropriately
- Enhance our risk management methodologies
- Drive XVA-related projects
- Mentor junior members of the team
Position locationGeographical areaEurope, United KingdomCityLondonCandidate criteriaMinimal education levelPostgraduate degree – MA/MSc/PhD/Doctorate or equivalentAcademic qualification / Speciality
- MSc in finance, maths, engineering, economics, or other numerate degree
Experience
- Strong knowledge/prior experience working with capital markets, market risk or trading
- Robust understanding of market risk, knowledge of counterparty risk in addition to this would be advantageous
Required skills
- Attention to detail, problem solving, autonomy, organizational skills and ability to multitask
- Ability to explain a complex topic in simple terms and manage various stakeholders
- Proficiency in Excel and VBA. Python and SQL
Technical skills required
- Proficiency in Excel and VBA. Python and SQL
LanguagesEnglish – mandatory (fluency required), French (desirable)
Expected salary
Location
London
Job date
Wed, 24 Jul 2024 04:29:56 GMT
To help us track our recruitment effort, please indicate in your email/cover letter where (jobsnear.net) you saw this job posting.