Analyste Suivi d'activité IM & Collateral management H/F

Job description

Within the Market and Counterparty Risk department, and more specifically the team responsible for xVAs and CCR, you will join the MAM IM & Collateral Management team, which is responsible for daily analyses.

Your responsibilities will include:

• Contributing to the team’s daily production through validation and analysis of P&L and risks related to Initial Margins, collateral (VM, IM, IMVA) and EXM (hedging CDS) activities.
• Preparing daily reporting on P&L, BT VaR, SVaR and stress results; producing amounts of Initial Margins receivable and payable under SIMM and standard models, and analysing sensitivities useful for calculations.
• Supporting the operational implementation of market and regulatory developments, including FRTB and EMIR, and participating in the final phases of the Initial Margin project.
• Contributing to specifications for developing management methods and tools, participating in information-system migrations, and carrying out functional acceptance testing.
• Coordinating interactions with Interest Rate, Exotic Rates, FX, Equity and Credit Risk teams concerning new products, transactions and methodologies.
• Proposing improvements to processes and documentation.

Your contacts will include Risk Management and Front Office hedging desk teams, as well as Accounting and Back Office settlement teams.

Profile

Engineering or business school, or university postgraduate degree. You have 3 to 5 years of significant experience in market-activity risk, including market and/or counterparty risk.

• Strong knowledge of market products, including valuation, risk understanding and measurement, accounting and prudential regulation.
• Strong writing, analytical and synthesis skills in French and English.
• Solid foundations in financial mathematics.
• Autonomy, curiosity and high standards of rigour.
• Advanced proficiency in Excel, Word and PowerPoint, as well as VBA and Python.
• English is essential.

About Crédit Agricole Corporate and Investment Bank

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group. It supports major companies and financial institutions in their development and project financing, with responsible finance and social and environmental commitments at the heart of its activities.

Employees work in a multicultural environment with opportunities to develop their skills and access mobility opportunities across more than 30 international locations. All jobs are open to people with disabilities, and applications from candidates of all backgrounds and experiences are welcome.