Ny Market Risk Manager

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:
Repo Trading
Capital Market Funding:
NY Credit Primary
The 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-President
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

#J-18808-Ljbffr