Market Risk Analyst – Group Risk Bpce Fixed-Term Contract
Paris , France
• VaR & • VaR & Stress Tests : o In charge of the daily delivery and analysis of Value at Risk (VaR) for Caisses d’Epargne, Banques Populaires & subsidiaries of BPCE SA (trading book) o Market risk indicators monitoring and analysis (Volatility, market sensitivities) o In charge of VaR reporting for BPCE Group, including Natixis o Setting up of a back testing tools for the VaR of trading books at Caisses d’Epargne (development in VBA, data collection and reporting) o… Show more • VaR & • VaR & Stress Tests : o In charge of the daily delivery and analysis of Value at Risk (VaR) for Caisses d’Epargne, Banques Populaires & subsidiaries of BPCE SA (trading book) o Market risk indicators monitoring and analysis (Volatility, market sensitivities) o In charge of VaR reporting for BPCE Group, including Natixis o Setting up of a back testing tools for the VaR of trading books at Caisses d’Epargne (development in VBA, data collection and reporting) o Development and calibration of historical Stress shocks on bonds, equities & commodities. Show less