At a Glance
- Tasks: Join our Market Risk team to monitor and enhance risk methodologies.
- Company: Crédit Agricole CIB is a leading global corporate and investment bank committed to sustainability.
- Benefits: Enjoy a permanent contract with opportunities for mentorship and collaboration.
- Why this job: Be part of a diverse team making a real impact in climate finance and market risk.
- Qualifications: Postgraduate degree in finance, economics, or a related field; experience in capital markets preferred.
- Other info: Open to applicants with disabilities; work in a dynamic, evolving regulatory landscape.
The predicted salary is between 43200 - 72000 £ per year.
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. With 8,600 employees in more than 30 countries, we support our clients' financial needs throughout the world. We offer a range of products and services in capital market activities, investment banking, structured finance, commercial banking, and international trade. We are committed to diversity and inclusion, and all our positions are open to people with disabilities.
This is an exciting opportunity for an 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 monitoring counterparty and funding risks, you will 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
- Ensuring a consistent framework across businesses
You will 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 interns and work in collaboration with other members of the team
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 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
XVA Market Risk Analyst employer: Crédit Agricole CIB
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 finance and risk management sectors. Attend industry events or webinars to connect with people who can provide insights into the role and potentially refer you.
✨Tip Number 3
Brush up on your technical skills, especially 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 your previous experiences in capital markets and how they relate to market risk. Be ready to explain complex concepts simply, as this is a key skill for the role.
We think you need these skills to ace XVA Market Risk Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in market risk and capital markets. Emphasise your knowledge of derivatives products and any specific projects you've worked on that relate to XVA or collateral management.
Craft a Strong Cover Letter: In your cover letter, explain why you're interested in the XVA Market Risk Analyst position at Crédit Agricole CIB. Mention your postgraduate degree and how your skills align with the key responsibilities outlined in the job description.
Showcase Technical Skills: Highlight your proficiency in Excel and VBA, and mention any experience you have with Python or SQL. Provide examples of how you've used these tools in previous roles to analyse market risk or improve methodologies.
Prepare for Potential Questions: Anticipate questions related to market risk exposure and your approach to analysing compliance with limits. Be ready to discuss how you would enhance risk management methodologies and mentor team members.
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 demonstrate your analytical skills.
✨Showcase Your Technical Skills
Since proficiency in Excel and VBA is crucial for this role, be ready to discuss your experience with these tools. If you have knowledge of Python or SQL, highlight that as well, as it can set you apart from other candidates.
✨Prepare for Scenario-Based Questions
Expect questions that assess your problem-solving abilities in market risk situations. Prepare examples from your past experience where you successfully managed risks or improved methodologies, and be ready to explain your thought process.
✨Demonstrate Your Communication Skills
As the role involves working with various stakeholders, practice explaining complex topics in simple terms. Be prepared to discuss how you've effectively communicated risk assessments or project updates in previous roles.