Market Risk Manager

2 semanas atrás


Brasil Crédit Agricole Sa Tempo inteiro

Job Summary:

The Market Risk department in NY monitors various activities, including Treasury, Global Market Trading, and Capital Market Funding. As a Market Risk Manager, you will be responsible for proposing limits, suggesting changes in methodology, and ensuring accurate risk monitoring.

Key Responsibilities:

  • Propose sets of limits in relation to Head Office Risk management.
  • Suggest appropriate changes of methodology.
  • Ensure all risks are monitored accurately.
  • Monitor and analyze daily market risk exposures.
  • Instruct over limits and propose action.
  • Prepare New Product review for NAP Committee / New Product Committee.
  • Define and maintain up-to-date procedures for all activities.
  • Define appropriate level of Market Risk reserve.
  • Formalize Market Risk Opinion to CACIB Americas Market Risk Committee.
  • Daily monitor and analyze the P&L of trading activities.
  • Prepare the US Risk Committee Market Risk presentation.

Requirements:

  • 3-5 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 CIB:

Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide. We offer our clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking, and international trade.


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