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Market Risk Associate

Vacancy details

General information


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

Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and 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 markets 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.

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Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Market Risk Associate

Contract type

Permanent Contract

Job summary



This is a unique opportunity to join the trading floor of a major European bank in London. The role is within the Market Risk team focusing on Foreign Exchange activities.  The teams are relatively small hence the role can be quite broad. There is a good scope to contribute to the existing work of the team and make your own mark if successful.



Key Responsibilities


·        Monitor the business activity; analyse and report market risk exposure

o   Market activity

o   Daily, weekly and quarterly P&L

o   Changes in positions and risk exposure; key exposure

o   Periodic VaR and stress scenario analyses


·        Raising relevant issues to management

o   Raise limit breaches to management in the Market Risk, Market Monitoring Activity and Front Office departments locally and in head office.

o   Draw the attention of management to specific positions or risk exposure that may be of particular interest in the current market conditions.


·        Preparing one-off, new limit and new product requests

o   Support management in their decision making process

o   Contribute to the analysis of one-off, new limit, and new product requests, and formulate recommendations


·        Enhancing our risk management methodologies

o   Take ownership and lead the delivery of key initiatives/projects within the agreed deadlines

o   Contribute to the design and maintenance of our risk measures and stress scenarios (including VaR proxies)

o   Contribute to the development and maintenance of our valuation and risk policies (including hold-back reserves)

o   Ensure that our risk management methodologies are consistent with the rest of the bank


·        Team working and developing partnerships

o   Communicate effectively with the rest of the team, provide regular progress update

o   Develop and leverage partnerships within and outside the Market Risk department to work more effectively

o   Provide methodological assistance to Market Activity Monitoring, in particular on complex products and risk measures



Other Responsibilities


·        Project management



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



Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Degree in a discipline related and/or relevant to Risk Management within an Investment Bank, e.g. Science (incl. Computer Science), Engineering, Economics, Finance, Business Administration.

We will consider other candidates with the required skill set.

Required skills

Experience in capital markets.

Experience in risk management or in a risk-related function within an investment bank.

Ability to:

·   analyse a problem and propose solutions.

·   explain a complex topic in very simple terms; communicate clearly and concisely in English.

·   work independently and provide regular progress update; seek help/support when necessary.

build strong relationships whilst maintaining independence; handle disputes, negotiate with traders.

Experience in risk management or in a risk-related function within an investment bank.

Technical skills required

·  Be comfortable with Microsoft Office, in particular Excel VBA and pivot tables.

Automate functions for reporting or analysis purposes, and maintain existing tactical applications.