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Modified on 23/03/2026
Risk and Permanent Control (RPC) de CA CIB fait partie de la ligne métier Risques et Contrôles Permanents de Crédit Agricole S.A.
La Direction de RPC identifie, analyse, mesure et contrôle les risques de contrepartie, les risques de marché, les risques pays et de portefeuille ainsi que les risques opérationnels.
Au sein du Département Market & Counterparty Risk, vous rejoindrez l’équipe Modèles Internes constituée de 15 personnes aux profils quantitatifs (analyste quantitatif, data scientist) et qui adresse les problématiques de méthodologies et mesures de risque liées aux opérations de marchés. En particulier, vous rejoindrez l’équipe Modèle Interne CCR en charge des méthodologies du Risque de Contrepartie sur opérations de marché. Le périmètre de l’équipe porte sur les méthodologies réglementaires (IMM, SA-CCR, FCCM, SA-CVA, BA-CVA) et de mesures du risque interne, et recouvre toutes les classes d’actif.
Vous disposez d’une première expérience significative au sein d’une équipe quantitative, idéalement liée aux mesures réglementaires du risque de marché ou de contrepartie.
En tant qu’Analyste Quantitatif du Risque de Contrepartie, vos missions porteront sur :
· Le suivi méthodologique des modèles internes réglementaires CCR et CVA, incluant les évolutions de modèles, la maintenance du dispositif de validation continue (dispositif de backtesting et études de performance) et la calibration des paramètres de modèle.
· Le suivi méthodologique des mesures de risque interne liées au risque de contrepartie, en lien avec les équipes de risk management et de suivi d’activité.
· La veille réglementaire et la contribution aux forums de place (ISDA, FBF, etc.)
· La contribution au projet de mise en œuvre des nouvelles mesures bâloises du risque CVA (BA-CVA, SA-CVA)
· La contribution aux activités de R&D de l’équipe (AAD, machine learning, differentiable programming, etc.)
Ces missions recouvrent analyses, développements, études quantitatives, rédactions de notes méthodologiques, interactions avec les équipes métier Risque et Front, ainsi que les équipes de validation et d’inspection.
Télétravail : hybrid
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)
Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, the 10th largest banking group in the world *.
We support major companies and financial institutions in their development and the financing of their projects.
As pioneers in responsible finance, social and environmental commitments are at the heart of our activities.
Joining our teams means working in a multicultural environment, both dynamic and stimulating, where you will contribute to developing a sustainable economy.
We support employees throughout their journey: you will develop your skills and access various mobility opportunities among the diversity of our businesses in more than 30 international locations.
Our culture is built on collaboration, innovation and openness, where everyone is valued and empowered.
By working every day in the interest of society, Crédit Agricole CIB aligns with the Group values committed to diversity and inclusion and placing people at the heart of all its transformations.
All our jobs are open to people with disabilities. We welcome applications from candidates of all backgrounds and experiences.
Ready to take part in our mission ?
*By balance sheet size - The Banker, Juillet 2025
Crédit Agricole CIB
We support various causes through our solidarity initiatives and charitable activities.
Our employees actively participate in these programmes and making a meaningful difference in our communities.
We support employees throughout their career journey. You will have opportunities to develop your skills through diverse training programmes tailored to your role and goals.
You will have access to various mobility opportunities across our diverse businesses and 30+ locations.
Employees of Crédit Agricole CIB entities may work remotely if their role is eligible. The number of remote working days varies by country.
Many of our employees have moved into new workspaces designed to increase flexibility and foster collaboration.
As a responsible employer, Crédit Agricole CIB provides, where applicable, salary continuation and insurance coverage for employees in the event of major life circumstances such as illness, workplace accidents, disability.
With a strong commitment to parenthood, we are committed to supporting employees through parenthood with paid maternity and paternity leave.
Your compensation may comprise fixed & variable components based on your responsibilities, skills & performance.
Depending on your country, you may be offered the opportunity to participate in Crédit Agricole Group’s capital increases
The « Welcome on board » programme will give you a chance to discover Crédit Agricole CIB’s organisation, teams, and discover Bank’s business culture. You will be invited by HR team to a welcome session within 3 months of arrival.
Upload your CV and cover letter in .doc, .docx, .pdf, .txt, .rtf, .odt, .html or .png format, weighing less than 2mo only.
Register or log in to your Crédit Agricole Recrutement account to fill in the application form, as well as your CV and track your applications.
I don't have an account yet
This action will be irreversible. You will not be able to apply to this offer