12 Month Internship - Market Risk Analyst

Description du poste

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.

• Critères de candidature

  • Durée
  • 12

  • Poste avec management
  • Non

  • Niveau d'étude minimum
  • Bac + 3 / L3

  • Formation / Spécialisation
  • In order to qualify for this position applicants must have a bachelors degree or above with the minimum classification of 2:1.
    
    • Prior experience within a related internship would be seen as advantageous.

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

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

  • Langues
  • English (required)

• Entreprise Crédit Agricole CIB

  A propos de Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB est la banque de financement et d'investissement du groupe Crédit Agricole, 10ème groupe bancaire mondial en taille de bilan 2021 (The Banker, juillet 2022). Près de 8600 collaborateurs répartis dans plus de 30 implantations en Europe, Amériques, Asie-Pacifique, Moyen-Orient et Afrique du Nord, accompagnent les clients de la Banque dans la couverture de leurs besoins financiers à travers le monde. Crédit Agricole CIB propose à ses clients grandes entreprises et institutionnels une gamme de produits et services dans les métiers de la banque de marchés, de la banque d'investissement, des financements structurés, de la banque commerciale et du commerce international. Pionnier dans le domaine de la finance Climat, la Banque occupe aujourd'hui une position de leader sur ce segment avec une offre complète pour l'ensemble de ses clients. La majorité des postes est éligible au télétravail dans les conditions prévues par notre accord reposant sur le double volontariat (collaborateur & manager) et après une période d'intégration réussie. Crédit Agricole CIB s'engage en faveur de l'insertion des personnes en situation de handicap, ainsi ce poste est ouvert à toutes et à tous. Pour plus d'information : www.ca-cib.fr Twitter: https://twitter.com/ca_cib LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/