NY Market Risk Manager

3 semanas atrás


Brasil Crédit Agricole SA Tempo inteiro

We are seeking a highly skilled Market Risk Manager to join our team in New York. This is an exciting opportunity to work in a fast-paced environment, where you will be responsible for monitoring and analyzing market risk exposures.

About the Role

This role involves working closely with the Head Office Risk management team to propose sets of limits and suggesting appropriate changes of methodology. You will also ensure that all risks are monitored accurately and instruct over limits as necessary. Additionally, you will prepare new product reviews for the NAP Committee / New Product Committee and define and maintain up-to-date procedures for all activities.

Responsibilities
  • Propose sets of limits in relation with Head Office Risk management
  • Suggest appropriate changes of methodology
  • Ensure all risks are monitored accurately
  • Monitor and analyze 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
  • Instruct over limits and proposes action
  • Prepare New Product review for NAP Committee / New Product Committee
  • Define 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
Requirements
  • 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
  • 3-5 years of experience in Financial markets (risk, trading, structuring)
Benefits

The successful candidate will receive a competitive salary range of $130k-$150k per year. They will also have the opportunity to work within a team of four market risk managers and report to the Head of Market and Counterparty Risk for Cacib Americas. The ideal candidate will be based in America, United States Of America, and hold a Master or PhD degree.


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