Market Risk Analyst - Paris (AVP/VP) Market Risk Analyst - Paris (AVP/VP) …

Macquarie Group
in Paris, Ile-de-France
Permanent, Full time
Last application, 27 Sep 21
Macquarie Group
in Paris, Ile-de-France
Permanent, Full time
Last application, 27 Sep 21
Macquarie Group
Market Risk Analyst - Paris (AVP/VP)
This sought-after position offers you an excellent opportunity to be the face of our Market Risk team in Paris.

Market Risk is concerned with measuring and limiting our exposure to adverse movements in markets. Due to the diversity and complexity of the products that we offer, this is a constantly challenging responsibility, but one that is pivotal to our way of doing business.

You will lead the Market Risk team supporting Macquarie Bank Europe, focused on both traded and non-traded market risk. You will report to the Regional Head of Market Risk (based in London) and the regional Chief Risk Officer (based in Ireland).

Joining a team of expert Market Risk professionals, you will
  • Oversee and develop a market risk analyst, with potential for future team expansion
  • Represent Market Risk with Board, Risk Committees and Regulators
  • Provide Market Risk inputs to Board reporting and regulatory submissions (e.g., ICAAP)
  • Ensure adherence to all regional regulatory requirements, together with addressing any regulator queries around market risk.
  • Interact with trading desk(s) to understand risk positions and market conditions.
  • Work with the business and market risk stakeholders on new product and limit approvals.
  • Calculate, monitor and report market risk exposures, including:
    • Stressed VaR ('SVaR') and contingent loss stress scenarios;
    • Exposures under the new Fundamental Review of the Trading Book ('FRTB') regulations; and
    • Non-traded market risk exposures (non-traded FX and IRRBB).
  • Investigate significant profit and loss events and report to senior management on key drivers.
  • Maintain relevant Market Risk policies around risk management in the entity

You will be an experienced Market Risk analyst with 4+ years' experience gained within an international financial institution or financial services firm.

To thrive in this role you will be a confident communicator with strong interpersonal and relationship building skills, but capable of working independently. Enjoy interacting with stakeholders across all levels and have the ability to balance and switch between detail orientated problem-solving, versus managing higher level strategic activities and objectives. You will bring the ability to sustain a high level of performance and have a strong analytical ability and judgment. You will also hold a bachelor's degree in Finance, Engineering, Mathematics or Economics. French language skills are a bonus, but not a requirement.

If you're ready to join a global organisation and take your career to the next level, apply now online.

About the Risk Management Group

The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.

Our commitment to Diversity and Inclusion

The diversity of our people is one of our greatest strengths, and an inclusive workplace enables us to embrace that diversity to deliver more innovative and sustainable solutions for our people, clients, shareholders and communities. At Macquarie, you'll be encouraged to be yourself and supported to perform at your best. If you're inspired to deliver on our purpose of 'empowering people to innovate and invest for a better future', we want you on our team. If you need adjustments made to the recruitment process, please reach out to your recruiter.

As an inclusive employer, Macquarie does not discriminate on the grounds of age, disability, sex, sexual orientation, gender identity or expression, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.

Joining Macquarie means you'll be able to work in a way that suits you best. With the right technology, support and resources, our people can work in a range of flexible ways. Talk to us about what working arrangements would help you thrive.

Company Overview

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With employees and offices in 31 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

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