Détail du poste
Responsible for overseeing XVA and Collateral Risk Management within Crédit Agricole CIB's Global Markets Division in London. The scope of coverage includes G3 Rates, Credit Repo Indexing, Capital Markets Funding, Credit Trading, and Counterparty Credit Risk (CCR).
These activities primarily focus on the management of counterparty exposure and funding risks, which are critical components in the pricing and valuation of derivative products.
The role has a broad remit, requiring close collaboration with front-office business lines and market activity monitoring teams. It operates within a dynamic environment shaped by evolving market conditions and an increasingly complex regulatory landscape.
Delegated Daily Responsibilities
To monitor market activity, review positions taken by the XVA desk and collateral desk and G3 rates, Credit repo indexing, Capital market funding and Credit trading & CCR to communicate to Senior Management:
Review market news and movements
Review positions / exposures and changes to the positions /
exposures (Marly) on the defined scope of responsibilities
Review of the P&L analysis and risk reports on the defined
scope of responsibilities
Liaise, co-ordinate and communicate with the Front Office
Review risks taken by all the desks under responsibilities and
the reward for taking these risks using current or new
methodologies:
Analyse risks taken by the XVA desk and collateral desk
- Positions, Sensitivities & VaR figures
- Stress Test Results
Liaise with HO regarding risk analysis on G3 rates, Credit
repo indexing, Capital market funding, Credit trading and CCR.
Delegated Periodic Responsibilities
Communicate to senior business and risk management in
support of preparation of dashboard and collection of material
for weekly risk meetings and HO Market Risk Committee
(MRC)
Conduct annual review of market risk limits and submit
recommendations to the HO MRC for validation
Contribute to the month end process (computation of
reserves, pricing committee) in collaboration with XVA desks,
Finance, and MAM
Contribute to the London Risk Committee (LRC on the
defined scope of responsibilities
Other Delegated Responsibilities
Validate risk indicators, produce official risk reports and notify
limit breaches
Analyse new limit and one-off requests and make
recommendations to the MRC for validation
Investigate limit breaches and discuss remedial action with
FO, where appropriate.
Participate in risk management methodology evolution and in
the development of hold back reserves
methods and their implementation
Produce and distribute weekly risk reports
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*The Banker, Juillet 2025
Publiée le 15/06/2026 - Réf : 2026-112522