🚀 Internship
12 Month Internship - Non Linear Market Risk Management

Crédit Agricole CIB
•
14d ago
🚀 Placement Program
London
Description
- 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).
Area of Responsibilities
Banking & Finance
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
Requirements
Minimum level of study
- Bachelor Degree / BSc Degree or equivalent
Training / Specialization
- Graduate
Soft skills
- Understanding of derivatives and their pricing; understanding of market risk measures and methodologies
IT tools
- Excellent knowledge of Excel and VBA, Python