Market Risk Manager
2 semanas atrás
Job Title: Market Risk Manager - NY
Job Summary:
The Market Risk department in NY monitors various activities, including Treasury, Global Market Trading, Repo and Secured Funding, and Capital Market Funding. The Risk Manager will be responsible for proposing sets of limits, suggesting changes in methodology, ensuring accurate risk monitoring, and analyzing daily market risk exposures.
Key Responsibilities:
- 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.
- 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.
Requirements:
- 3 to 7 years of experience in Financial markets (risk, trading, structuring...).
- 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.
About Crédit Agricole SA:
Crédit Agricole SA is a leading banking group with 8,600 employees in more than 30 countries. The company offers a range of products and services in capital market activities, investment banking, structured finance, commercial banking, and international trade. Crédit Agricole SA is committed to diversity and inclusion and welcomes applications from people with disabilities.
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