Ny Market Risk Manager

The Market Risk department in NY monitors the following activities:Treasury (US + Canada + Brazil):Treasury FundingTreasury AFSTreasury HedgingGlobal Market Trading:Swap and Liquid Bond USDInflation NYFX and Emerging Latam and BrazilOptions and Bermudas USDNY Credit TradingRepo and Secured Funding:Repo TradingCapital Market Funding:NY Credit PrimaryThe Risk Manager will be responsible for the following NY activities:Proposes sets of limits in relation with Head Office Risk management.Suggests appropriate changes of methodology.Ensures all risks are monitored accurately.Monitors and analyzes daily market risk exposures in relation with the Market Activity Monitoring team in charge (in Paris, or New York) and with Head Office corresponding Market Risk team.Instructs over limits and proposes action.Prepares New Product review for NAP Committee / New Product Committee.Defines and maintains up-to-date procedures for all these activities.Defines appropriate level of Market Risk reserve in relation with corresponding Head Office Market Risk Manager.Formalizes Market Risk Opinion to CACIB Americas Market Risk Committee.Daily monitors and analyzes the P&L of the trading activities and especially highlights any issues with the P&L production.Prepares the US Risk Committee Market Risk presentation.Position/Team:Vice-PresidentThe candidate will work within a team of four market risk managers.The Risk Manager will report to the Head of Market and Counterparty Risk for CACIB Americas.Salary Range:$130k-$150k
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