US Equity Risk Management Analyst

Summary

Within the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives.

Position Overview

The US Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results, participates in the review of market limits and reports limit breaches.

The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology.

Key Responsibilities

Primary Duties:

• Alert the Head of Market Risk US on important events, market risk exposures or abnormal situations.
• Analyze, monitor and supervise daily production of results explanations.
• Analyze, monitor and supervise risks and notify limit breaches.
• Analyze and validate new operations and one-offs.
• Contribute to materials and presentations for CACIB US and CUSO management through a weekly dashboard, the US Market Risk Committee and the CUSO Market Risk Bureau.
• Define and evolve market risk measurement methodologies and reserves or adjustments specific to products handled within GRI Equity and/or ES scope.
• Conduct the annual review of limits.

Secondary Duties:

• Produce and analyze market risks.
• Calculate reserves for the GRI Equity/ES scope.
• Conduct semi-annual and annual business activity reviews.
• Participate in implementing regulatory changes, including FRTB.
• Respond to regulator requests, including AQR, EBA Stress, QIS, FED and NYDFS requests.
• Improve and implement risk analysis and monitoring tools.
• Assist the MAM team in maintaining a robust risk and valuation reporting framework.

Job Specifics

• Work in an open-space environment.
• On-call duty may be possible on holidays.

Technical Skills and Experience

• Experience in market risk control, risk management or activity monitoring.
• Good knowledge of equity derivative products.
• Good IT skills, including VBA programming, Excel, Access and SQL.
• Master's degree, preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics.
• Six to ten years of experience.
• Proficiency in English, both written and verbal.

Skills Needed

• Ability to communicate with ease and clarity.
• Analytical and synthesis skills.
• Rigor and organizational skills.
• Results orientation and priority setting.
• Autonomy.
• Relationship and commercial skills.
• Ability to cooperate and work transversally.
• Ability to lead and structure team activities.

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. The bank emphasizes responsible finance, collaboration, innovation, openness, diversity and inclusion, and offers development and mobility opportunities across more than 30 international locations.