You will join Crédit Agricole CIB Americas as ALM Analyst.
The Financial Steering and ALM Division is responsible for, the following product lines: Profit and Internal Pricing (PIP), Financial Analysis, and Assets and Liabilities Management (ALM) within Crédit Agricole CIB Americas.
ALM is responsible for the monitoring and supervision of financial risks (other than market transactions), within the framework of the guidelines set by the Asset and Liability Committee (ALCO). This relates to a range of risks: global interest-rate risk, exchange-rate risk, and liquidity and funding risk at more than one year. It is also responsible for prudential ratios (solvency ratios applicable to banks), particularly through: Quarterly forecasts of changes in solvency ratios; Tools for measuring ex-post profitability of capital (profitability per customer and employment of capital). It is responsible for ensuring compliance with Enhanced Prudential Standards (EPS) liquidity requirements for FBOs
Your concrete missions will be the following:
- Preparation of Committee material
- Liquidity invoicing management (Fund Transfer pricing) and tool maintenance, including assist front offices on liquidity invoicing rules and costs
- Follow-up on internal liquidity invoicing process
- Update policy and procedures as needed and periodically
- Daily monitoring of all limits, alert levels and targets (Funding Dashboard)
- Liquidity Balance sheet
- Liquidity Stress Testing
- Support when needed other ALM staff on various topics
The position involves coordination and cross-training with other members of the Financial Steering and ALM team (ALM, PIP, and the Financial Analysis team) in NY and worldwide, as well as NY FO, Risk and IT departments.
To be eligible for a VIE:
- Be less than 29 years old
- Be graduated of Master Degree
- Be EU citizen
Don’t forget to mention this information explicitly in English in your resume and/or cover letter!