Counterparty Credit Risk Analyst (F/H)

You join the 5-person Credit Risk Office (CRO) team within the Global Markets (GM) department. Within this team, your role is to monitor and analyze all counterparty risk issues.

On a daily basis, your mission is to:

• Establish a credit note on counterparty risks and advise the various GM stakeholders concerned (in particular the XVA desk) ;
• Perform analyses to propose an internal rating of our counterparties;
• Analyze and monitor the “wrong way risk”;
• Challenge counterparty risk calculation models, including internal rating, Loss Given Default (LGD), and generally what impacts the use of our lines and RWAs;
• Investigate and pre-validate credit transactions before presentation in BizCom/CCN.

You work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they do.   

#TransformativeFinance

This position is based in Paris with the ability to telework. 

As a Top Employer, we put our people first. Internal mobility, career development and training allow you to grow and flourish throughout your career. 

You operate in a hybrid, inclusive and collaborative work environment. You also have the opportunity to commit yourself to the company through our corporate foundation. 

About the recruitment process:

You will be contacted by one of our recruiters before meeting our business experts (manager, member of the team or the business line).