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Moteur de recherche d'offres d'emploi Crédit Agricole CIB

12 Month Internship - Market Risk Analyst


Vacancy details

General information

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).
8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.
Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.
The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.


For more information, please visit www.ca-cib.com

Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/

By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.   

Reference

2024-86080  

Update date

14/02/2024

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

12 Month Internship - Market Risk Analyst

Contract type

Internship/Trainee

Term (in months)

12

Management position

No

Job summary

This role reports directly to the Head of FX, Precious Metals and FX Options Risk Manager.

The key responsibilities will be:
1) Production and analysis of the P&L figures
2) Production and analysis of the Market Risk indicators and monitoring of their associated limits.


Systems:

The production is carried out using Front Office systems and dedicated environments. Global View is the dedicated tool used for risk management purpose.

Key Tasks: 

  • Collections, validation and control of market parameters.
  • Daily production, control and analysis of P&L figures and market risk limits utilisation.
  • Daily production of VAR and back testing of the VAR, derived risk indicators (correlation, stress scenarios, etc).
  • Daily report of all elements of P&L and market risk (including limits breaches) to the business line and the risk manager.
  • Participation in specifications, implementation and tests of the used systems.
  • Coordination with the quant team to make sure that the prices used are validated.
  • PnL attribution/explanation using the Risk indicators and Market Data moves.
  • Maintain and develop new tools

Confidentiality:

  • You may become aware of information of a confidential nature relating to the documents you work on.
  • You shall treat any and all information as strictly confidential and will not release, disclose or divulge any or all of such information to any other person, including (but without limiting the foregoing) any employer, potential employer, journalist, recruitment consultant, educational establishment, friend, acquaintance or relative
  • You shall not take or make copies of or reproduce in any manner any information whether by photocopy, photograph, in written form, computer disk or audio tape or by any other means or upon any other media, nor shall you compile or make notes of or abbreviate any of the Information in any manner whatsoever
  • You agree and acknowledge that any release, disclosure, divulgence or use of any or all of the Information shall cause serious damage and harm to CRÉDIT AGRICOLE CIB or any Group Company.
  • You agree to comply with all applicable laws, regulations, codes and any policies and procedures (including but not limited to the compliance handbook) that CRÉDIT AGRICOLE CIB or any Group Company issues from time to time and which apply to you and failure to do so may result in the termination of the engagement. 

Supplementary Information

Legal and Regulatory Responsibilities:

• Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and the Financial Crime Policy.

• Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

In order to qualify for this position applicants must have a bachelors degree or above with the minimum classification of 2:1. 

Experience

  • Prior experience within a related internship would be seen as advantageous. 

Required skills

  • Team player
  • Adaptability and flexibility
  • An ability to work under pressure and to tight deadlines
  • Strong attention to detail

Technical skills required

  • Mathematical profile / ability is required to perform analysis on P&L and risk indicators. 

Languages

English (required)