A critical role within the Market and Counterparty Risk department focusing on counterparty risk calculations, exposure analysis, and reporting for market operations. The ideal candidate will work in a team of seven professionals, conducting monthly risk assessments, validating complex portfolios, and contributing to stress test scenarios across derivative and SFT products.
Primary responsibilities include analyzing and validating monthly counterparty risk runs across internal and regulatory frameworks, investigating risk variations in complex portfolios, tracking and resolving system anomalies, validating static parameters in calculation engines, and mapping risks at portfolio, counterparty, and sectoral levels. The role involves launching stress test scenarios, identifying counterparty risk concentrations, and contributing to quarterly committee meetings.
Required experience includes a Master's degree or higher, with 3-5 years of significant experience in market activities risk management (market and/or counterparty risks). Candidates must have in-depth knowledge of market products, strong financial mathematics skills, advanced understanding of valuation, risk measurement, and prudential regulations. Proficiency in French and English with exceptional analytical and writing capabilities is essential.
The role offers an opportunity to work with a global banking leader, with potential for professional growth, exposure to complex financial risk management, and the chance to contribute to innovative risk assessment methodologies. Crédit Agricole CIB provides a supportive environment with opportunities for skill development, competitive compensation, and the ability to work on cutting-edge financial risk challenges.
