Market Risk Analyst

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

Market Risk Analyst

Contract type

Permanent Contract

Management position

Job summary

A fantastic opportunity has arisen to join CACIB's Risk and Permanent Control team in the form of a Risk Analyst. This is a fast paced and diverse role based in London but working very closely with front office and risk teams at Head Office in Paris.

The stand alone nature of the role would be well suited to an individual who enjoys taking ownership of tasks and being proactive / self motivated in their approach to work.

Key Responsibilities :

• Active participation in the definition of the risk framework and the annual review of limits;
• Validation of risk indicators, preparation of risk reports, control of limits respect and notification of overruns;
• Analysis of positions, risk indicators and results on a daily / weekly / monthly basis (depending on the indicators);
• Participation in the approval process for atypical transactions (one-off);
• Participation in the constant improvement of the risk monitoring set up;
• Participation in the process of reserves computation and valuation adjustment;
• Development of quantitative risk management analytical tools
• Actively monitoring the market context and the risks that may result from it
• Maintaining direct and regular contact with traders, in order to establish an in-depth knowledge of the activity and the risks
• Participating in the improvement of risk management and monitoring tools
• Regularly ensuring the relevance of market data used for risk measurement by working in close collaboration with the members of the Activity Monitoring in charge of the same scope
• Active participation in regulatory tasks, in particular FRTB, Benchmark, etc.
• Participation in the cross-functional work of the team (dashboards, Market Risk Committees, specific requests, whether internal or external, etc.)
• Participation in perimeter migrations in the new MASAI Eco-system
• Participation in internal and external audits as well as the implementation of recommendations
• Strong involvement in the implementation of AI development and innovation within Risk Management

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Experience

Required skills

Technical skills required