Risk Management Analyst

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 report limit breaches. The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology. Key Responsibilities Primary Duties: Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations Analysis, monitoring and supervision of daily production of results explanations Analysis, monitoring and supervision of risks and notification of limit breaches Analysis and validation of new operations / one-offs Contribute / Participate material and presentations for the CACIB US and CUSO management through a weekly dashboard, at the US Market Risk Committee and the CUSO Market Risk Bureau. Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or ES scope Annual review of limits Secondary Duties: Production and analysis of market risks Calculation of reserves for GRI Equity / ES scope Semi-annual and annual business activity reviews Participation in implementing regulatory changes (FRTB...) Responding to regulator requests (AQR, EBA Stress, QIS, FED, NYDFS etc...) Improvement and implementation of risk analysis and monitoring tools Assist the MAM team in maintaining a robust risk and valuation reporting framework Job Specifics Work in open space. On-call duty possible on holidays Key Internal Contacts Local/Regional MAM, Local Market Risk Management, RPC and Front Office, Regional Management, Internal Audit, Compliance Key External Contacts External audit Education: Master's degree (BAC +5) Degree preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics Experience: 6-10 years of experience in banking, with focus in equity risk. Technical Skills: Experience in market risk control (Risk Management, Activity Monitoring) Good knowledge of equity derivative products Ability to communicate with ease and clarity Analytical and synthesis skills Rigor and organizational skills Results-oriented and priority setting Autonomy Relationship/Commercial skills Ability to cooperate/Transversality Ability to lead and structure team activities #J-18808-Ljbffr