XVA Market Risk Analyst

XVA Market Risk Analyst

London Full-Time 43200 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Join our Market Risk team to monitor and enhance risk management methodologies.
  • Company: Crédit Agricole CIB is a leading global corporate and investment bank committed to diversity and sustainability.
  • Benefits: Enjoy a permanent contract with opportunities for mentorship and collaboration in a dynamic environment.
  • Why this job: Be part of a pioneering bank focused on climate finance and societal impact while developing your analytical skills.
  • Qualifications: Postgraduate degree in finance, economics, or a related field; experience in market risk preferred.
  • Other info: Open to applicants with disabilities; work in a diverse and inclusive culture.

The predicted salary is between 43200 - 72000 £ per year.

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.
By working every day in the interest of society, we are a Group committed to diversity and inclusion and place people at the heart of all our transformations. All our job offersare open to persons with disabilities.

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
2025-98549

Update date
26/03/2025

Job description
Business type

Types of Jobs – Risk Management / Control
Job title

XVA Market Risk Analyst
Contract type

Permanent Contract
Management position

No
Job summary

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 location
Geographical area

Europe, United Kingdom
City

London

Candidate criteria
Minimal education level

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
Academic 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

Languages

English #J-18808-Ljbffr

XVA Market Risk Analyst employer: Crédit Agricole CIB

Crédit Agricole CIB is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets commitment to societal interests. With a strong focus on diversity and inclusion, employees benefit from comprehensive growth opportunities, mentorship programmes, and the chance to engage in pioneering climate finance initiatives. Joining our Market Risk team not only allows you to enhance your expertise in a collaborative setting but also positions you at the forefront of evolving market challenges.
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Contact Detail:

Crédit Agricole CIB Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land XVA Market Risk Analyst

✨Tip Number 1

Familiarise yourself with the latest trends in market risk and XVA methodologies. This will not only help you understand the role better but also allow you to engage in informed discussions during interviews.

✨Tip Number 2

Network with professionals in the market risk field, especially those who work at Crédit Agricole CIB or similar institutions. Attend industry events or webinars to make connections that could lead to referrals.

✨Tip Number 3

Brush up on your technical skills, particularly in Excel, VBA, Python, and SQL. Being able to demonstrate your proficiency in these areas can set you apart from other candidates.

✨Tip Number 4

Prepare to discuss specific examples of how you've managed market risk or contributed to risk management projects in the past. Real-world examples can showcase your experience and problem-solving abilities effectively.

We think you need these skills to ace XVA Market Risk Analyst

Market Risk Analysis
Counterparty Risk Management
Derivatives Knowledge
Quantitative Analysis
Risk Management Methodologies
Regulatory Compliance
Data Analysis
Excel Proficiency
VBA Programming
Python Programming
SQL Proficiency
Attention to Detail
Problem-Solving Skills
Organisational Skills
Stakeholder Management
Communication Skills

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights relevant experience in market risk, particularly any roles related to XVA or collateral management. Use specific examples that demonstrate your understanding of derivatives products and market risk.

Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Mention how your background aligns with the responsibilities listed in the job description, such as monitoring business activity and enhancing risk management methodologies.

Highlight Technical Skills: Since proficiency in Excel and VBA is required, ensure you mention any relevant projects or experiences where you utilised these skills. If you have experience with Python or SQL, include that as well to strengthen your application.

Showcase Problem-Solving Abilities: Provide examples in your application that demonstrate your attention to detail and problem-solving skills. This could be through past projects or situations where you successfully managed multiple stakeholders or complex topics.

How to prepare for a job interview at Crédit Agricole CIB

✨Know Your Market Risk Fundamentals

Make sure you have a solid understanding of market risk concepts, especially related to XVA and collateral management. Be prepared to discuss how these concepts apply to real-world scenarios and how they impact financial institutions.

✨Demonstrate Technical Proficiency

Since the role requires proficiency in Excel, VBA, and ideally Python and SQL, be ready to showcase your technical skills. You might be asked to solve a problem or analyse data during the interview, so brush up on your coding and analytical abilities.

✨Prepare for Scenario-Based Questions

Expect questions that assess your ability to handle specific market situations. Think about past experiences where you had to analyse market risks or manage compliance with limits, and be ready to explain your thought process and outcomes.

✨Showcase Your Communication Skills

As the role involves working with various stakeholders, it's crucial to demonstrate your ability to explain complex topics in simple terms. Practice articulating your thoughts clearly and concisely, as this will be key in your interactions with team members and other departments.

XVA Market Risk Analyst
Crédit Agricole CIB
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  • XVA Market Risk Analyst

    London
    Full-Time
    43200 - 72000 £ / year (est.)

    Application deadline: 2027-08-01

  • C

    Crédit Agricole CIB

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