12 Month Internship - Market Risk H/F Crédit Agricole CIB

Join our team as a Risk Intern, reporting directly to a senior FX and FX Options Risk Manager. This role provides critical risk analytics that inform trading decisions and ensure compliance with market risk appetite and regulatory requirements. The position offers exposure to complex financial products in a dynamic market environment, ideal for those with a strong mathematical and programming background.

Key Responsibilities but not limited to:

Market Data Management: Collect, validate, and perform quality control checks to detect large variations of market parameters

P&L Analysis: Perform comprehensive daily P&L analysis, linking movements to underlying market drivers and trading strategies, and prepare commentary for senior risk management

Risk Monitoring: Monitor key market risk indicators to ensure adherence to market risk limits and highlight/escalate large exposures

Advanced Risk Modelling: Conduct detailed VaR calculations, perform VaR back-testing, and run stress scenarios to identify key risk drivers and portfolio vulnerabilities

Tool Development and Enhancement: Maintain existing risk monitoring tools and contribute to the design and implementation of enhanced analytics and reporting solutions to improve risk management efficiency