Risk, Market Risk, Analyst (m|f|x) Paris

The Risk Division is responsible for the independent review of market, credit, operational, model, and liquidity risk across the firm, as well as enterprise-wide stress testing. Our teams develop comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk professionals carry out critical day-to-day risk management activities, lead projects, and contribute to the ongoing development of a robust risk management program. Effective coordination with executive management, business units, control departments, and technology is essential for success.

Market Risk is a department within the Risk Division that facilitates the effective implementation of risk appetite, prudent risk management, and regulatory compliance for the firm’s market risks. The group acts as a key stakeholder in ensuring that the firm’s business plans remain within its market risk appetite and engages directly with business units to review and challenge risk management actions.

The group also plays a key role in keeping the Board of Directors informed of the firm’s market risk profile. This is achieved through the use of a suite of risk measures, the proactive application of expert judgment, and limit setting. Activities focus on risk management and analysis, transparency and escalation of risk, supervision, and overall process improvement.

Tasks

• Reviewing risks associated with European entities and ensuring compliance with local governance frameworks and controls
• Work collaboratively across functions to identify risk insights and ensure transparency for key stakeholders
• Ongoing review of risk measures (VaR, Greeks, stress tests) and interaction with first-line risk takers
• Ability to use coding skills to develop on-desk risk dashboards and provide insights into market trends and emerging risks
• Evaluate risk-taking behavior and influence outcomes through portfolio- and transaction-level risk analysis, taking risk appetite into consideration
• Collaborate with Risk Engineering colleagues on the development of new risk measures and stress tests, as well as improvements to existing measures
• Proactive identification of emerging risks (e.g., basis risks, crowded trades)
• Monitoring and setting limits and thresholds
• Link events (e.g., macroeconomic data releases, political elections) to potential vulnerabilities
• Disseminate information and educate stakeholders through effective and timely communication and collaboration
• Communication with senior management and regulators

Profile / Your qualification / Your personality

• One to three years of experience in market risk management or a similar role with transferable skills
• Strong academic record with a bachelor’s degree, equivalent, or higher in finance, mathematics, engineering, or a related quantitative/analytical discipline preferred
• Ability to code is desirable
• Understanding of financial products, including their risk/reward trade-offs
• Understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, and the Greeks
• Familiarity with Excel, Bloomberg, and Refinitiv Eikon, and the ability to quickly learn in-house systems
• Proven problem-solving ability and a control-oriented mindset
• Ability to analyze and challenge risk-taking activities while engaging effectively with the first line of defense
• Desire and ability to collaborate with people from different departments and at various levels of seniority
• Desire and ability to communicate complex information and concepts in layman’s terms directly to senior management (both in writing and verbally) The Risk division is responsible for credit, market, and operational risk; model risk; independent liquidity risk; and insurance across the firm.

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Location

85 Avenue Marceau, FR-75116 Paris