Analyste Risque Trésorerie & Portefeuilles Titres H/F

Risk and Permanent Control is part of the Risk and Permanent Control business line of Crédit Agricole S.A. The analyst controls and analyses market risks and the results of CACIB's global Treasury and Securities Portfolios activities (TSY & ALM).

Main responsibilities

• Monitor market risks across the global Treasury and Securities Portfolios scope.
• Analyse, monitor and supervise daily production of explanations for results.
• Analyse, monitor and supervise risks and report limit breaches.
• Participate in the annual review of market limits and analyse requests to change limit formats.
• Contribute to valuation methodologies, including Cash curve construction, reserve calculations and parameter control methodologies.
• Participate in market risk committees and meetings.
• Actively monitor NAP and CSTC processes and participate in CSP and CRG processes.
• Contribute to the automation and reliability of processes and controls, and support the implementation of risk analysis and monitoring tools.
• Participate in regulatory developments, including FRTB, and implement recommendations from Internal Audit, the Group and regulators.
• Participate in MCR projects.
• Monitor and analyse BOR contribution alerts and breaches, validate manual adjustments and monitor fixing sensitivities.
• Coordinate internationally with Risk and MAM teams in other Treasury departments, provide analyst back-up and write operating procedures and business reviews.

Requirements

• Postgraduate degree in engineering, business or equivalent, potentially with a specialisation in market finance.
• Six to ten years of experience, including preferably five years in market finance and experience in market risk control.
• Good knowledge of financial instruments and products, valuation, risk measurement and accounting regulations.
• Strong understanding of risk measurement concepts, including stress testing and sensitivities.
• Excellent analytical and synthesis skills, initiative, interpersonal skills and diplomacy.
• Knowledge of front-office and risk tools such as OT, Masai, Gaia, K+, Cadre and Global View, or demonstrated ability to learn new systems.
• Proficiency in office tools, especially Word and Excel; VBA and Access are appreciated.
• Good level of English.

Employer

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, supporting major companies and financial institutions in their development and project financing. It operates in more than 30 international locations and promotes responsible finance, collaboration, innovation, diversity and inclusion.