Senior Market Risk Analyst H/F

The Market & Counterparty Risk team is composed of four Market Risk Analysts and one manager and reports to the Risk Department of CA Indosuez Europe. Based in Luxembourg and operating as a second line of defense, the team manages and monitors market, liquidity and financial and institutional counterparty risks for Indosuez Bank and its subsidiaries.

You will work closely with multiple entities and departments, including Treasury/ALM, Global Markets, Advisory and Finance.

Responsibilities

• Analyze risk indicators, including liquidity, sensitivities, VaR and stress tests.
• Monitor compliance with market limits granted by Crédit Agricole CIB and the remediation of any breaches.
• Analyze and validate treasury results.
• Produce reporting for bank management and the relevant Crédit Agricole CIB and Crédit Agricole S.A. departments.
• Monitor compliance with the Volcker Regulation and French Banking Law applicable to OTC derivatives activities.
• Proactively identify technical, methodological and operational anomalies and handle transversal or ad hoc assignments.
• Improve the control framework when weaknesses, regulatory changes or new products are identified, including through automation using Python, Excel/VBA and Access.
• Help prepare the market activities monitoring committee.
• Act as a technical reference for junior colleagues.

Requirements

• University Master's degree or business school qualification specializing in economics or finance.
• At least five years of successful experience in market risk within a banking environment.
• Strong knowledge of market products, their valuation and associated risks.
• Experience with automation and programming of controls is advantageous.
• Strong knowledge of Python and Microsoft Office tools, including VBA, Excel and Access.
• Knowledge of financial information tools such as Bloomberg and Reuters.
• Knowledge of Kondor is an advantage.
• Fluent in English and French.
• Team-oriented, rigorous, precise and able to work autonomously on structured assignments.