12 Month Internship - Market Activity Monitoring Job at Crédit Agricole (London)

Job Description

We are seeking a Market Risk Intern to join our Treasury/Linear Products team. This role is crucial for the production and analysis of P&L figures and Market Risk indicators, ensuring compliance with market risk limits. The successful candidate will report directly to the MAM Section Head and play a key role in maintaining the integrity and accuracy of financial data. The ideal candidate will possess a strong analytical background, with the ability to apply mathematical skills to complex financial tasks.

Job Responsibility

Collect, validate, and control market parameters using Front Office systems and dedicated environments, including Global View for risk management
Daily production, control, and analysis of P&L figures and market risk limits utilisation
Conduct daily production of VAR and back testing of the VAR, along with derived risk indicators such as correlation and stress scenarios
Prepare and deliver daily reports on all elements of P&L and market risk, including limits breaches, to the business line and the risk manager
Perform daily control of reconciliation of stocks, past cash flows, and FX positions between Front Office and Back Office systems
Calculate provisions and hold back reserves as necessary
Review month-end P&L reconciliation produced by the accounting/financial control department, validating any required adjustments or identified methodology differences
Participate in the specifications, implementation, and testing of systems used
Coordinate with the quant team to ensure that the pricers used are validated
Provide PnL attribution/explanation using Risk indicators and Market Data moves

Requirements

Graduated within the past 18 months and with a minimum of 2:1 or equivalent
Previous experience in Middle Office or Risk Management is desirable
Strong team player with adaptability and flexibility
Ability to work under pressure and meet tight deadlines
Strong attention to detail and a robust understanding of market activities, particularly Treasury/Interest Rate financial products
Proficient in Microsoft Excel (including VB Macros)
Knowledge of Python and/or R is desirable

Nice to have

Previous experience in Middle Office or Risk Management is desirable
Knowledge of Python and/or R is desirable

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12 Month Internship - Market Activity Monitoring

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