XVA Market Risk Analyst

Job title:

XVA Market Risk Analyst

Company

Crédit Agricole CIB

Job description

This is an exciting opportunity for individual with prior experience within 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.Key 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 intern and work in collaboration with other members of the team

Position locationGeographical areaEurope, United KingdomCityLondonCandidate criteriaMinimal education levelPostgraduate degree – MA/MSc/PhD/Doctorate or equivalentAcademic qualification / Speciality

• MSc in finance, economics, maths, engineering, or other numerate degree

Experience

• Experience in capital markets: risk department (preferably market risk), or trading
• Strong knowledge of derivatives products
• Robust understanding of market risk. Counterparty risk desirable
• 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

Required skills

• Proficiency in Excel and VBA. Python and SQL would be a plus

LanguagesEnglish

Expected salary

Location

London

Job date

Fri, 28 Mar 2025 06:44:08 GMT

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