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

Non Linear Market Risk Management Intern


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 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.


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

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

Reference

2021-60471  

Update date

15/12/2021

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Non Linear Market Risk Management Intern

Contract type

Internship/Trainee

Job summary

The role will be focused on the following :
- Validation of the risk indicators, computation of the official risk reports and notification of breaches on Global Cross Asset positions
- Involvement in the constant improvement of the market risk monitoring framework
- Analysis of the positions and computations of the stress scenarios
- Participation to the month end process (computation of reserves, Totem process)
- Strong involvement in regulatory projects
- Back-up of other analysts during leaves
- Relationship with Front-Office and Quantitative DRM team

 

 Key Responsibilities
- Validation of the risk indicators, computation of the official risk reports and notification of breaches on Global Cross Asset positions
- Involvement in the constant improvement of the market risk monitoring framework
- Analysis of the positions and computations of the stress scenarios
- Participation to the month end process (computation of reserves, Totem process)
- Strong involvement in regulatory projects
- Back-up of other analysts during leaves
- Relationship with Front-Office and Quantitative DRM team

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

• A university degree, ideally in Maths/Science/Finance

Required skills

 

Excellent knowledge of Excel and VBA, Python appreciated.

Understanding of derivatives and their pricing; understanding of market risk measures and methodologies