12 Month Internship - Non Linear Market Risk Management

Description du poste

Summary
This role will be within the Non Linear Market Risk team based in London and will focus on the Market Risk management covering cross assets classes (FX, Interest Rates, Credit & Equities).
Key Responsibilities

• Validation of the risk indicators, computation of the official risk reports and notification of breaches on Global Cross Asset positions
• Involvement in the constant improvement of the market risk monitoring framework
• Analysis of the positions and computations of the stress scenarios
• Participation to the month end process (computation of reserves, Totem process)
• Strong involvement in regulatory projects
• Back-up of other analysts during leaves
• Relationship with Front-Office and Quantitative DRM team

Legal and Regulatory Responsibilities Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and Compliance policies and procedures as issued from time to time; Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer. Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.

Critères de candidature
Durée

12 Months

Niveau d'étude minimum

Bac + 3 / L3

Formation / Spécialisation

Graduate


Soft skills

Understanding of derivatives and their pricing; understanding of market risk measures and methodologies

Outils informatiques
• Excellent knowledge of Excel and VBA, Python
Entreprise Crédit Agricole CIB A propos de Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB est la banque de financement et d'investissement du groupe Crédit Agricole, 10ème groupe bancaire mondial en taille de bilan 2021 (The Banker, juillet 2022). Près de 8600 collaborateurs répartis dans plus de 30 implantations en Europe, Amériques, Asie-Pacifique, Moyen-Orient et Afrique du Nord, accompagnent les clients de la Banque dans la couverture de leurs besoins financiers à travers le monde. Crédit Agricole CIB propose à ses clients grandes entreprises et institutionnels une gamme de produits et services dans les métiers de la banque de marchés, de la banque d'investissement, des financements structurés, de la banque commerciale et du commerce international. Pionnier dans le domaine de la finance Climat, la Banque occupe aujourd'hui une position de leader sur ce segment avec une offre complète pour l'ensemble de ses clients. Pour plus d'information : www.ca-cib.fr Twitter: https://twitter.com/ca_cib LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/