Types of Jobs - Risk Management / Control
Job title
Contract type
Permanent Contract
Job summary
The Market Risk department in NY monitors the following activities:
Treasury (US + Canada + Brazil):
Treasury Funding
Treasury AFS
Treasury Hedging
Global Market Trading:
Swap and Liquid Bond USD
Inflation NY
FX and Emerging Latam and Brazil
Options and Bermudas USD
NY Credit Trading
Repo and Secured Funding
Capital Market Funding:
NY Credit Primary
The Risk Manager will be responsible for the following part of the 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 analyses 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:
The 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
Geographical area
America, United States Of America
City
Master or PhD
Level of minimal experience
3-5 years
Experience
3 to 7 years of experience in Financial markets (risk, trading, structuring…)
Required skills
Good knowledge of Financial products, IR Derivatives markets (Bond, CDS, IRS, CCS, Futures, Inflation products…)
Good understanding of Market Risk issues (VaR, Stress…)
Good programming skills in VBA and Python.
General information
Entity:
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).
8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.
Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.
The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.
For more information, please visit
www.ca-cib.com .
Twitter:
https://twitter.com/ca_cib
LinkedIn:
https://www.linkedin.com/company/credit-agricole-cib/
By working every day in the interest of society, we are a group committed to diversity and inclusion.
All our positions are open to people with disabilities.
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