NY Market Risk Manager

2 semanas atrás


Brasil Crédit Agricole Group Tempo inteiro

Market Risk Manager Job Description

The Market Risk department in New York plays a crucial role in monitoring various activities, including Treasury, Global Market Trading, Repo and Secured Funding, and Capital Market Funding. The team ensures that all risks are accurately monitored and analyzed.

Responsibilities of the Risk Manager

  • Proposes sets of limits in relation to Head Office Risk management.
  • Suggests appropriate changes of methodology.
  • Ensures all risks are monitored accurately.
  • Monitors and analyzes daily market risk exposures in relation to the Market Activity Monitoring team and with the corresponding Head Office 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 to the 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 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


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