Permanent Contract

Senior Market Risk Manager - Americas

Modified on 01/05/2024

  • NEW YORK - United States Of America
  • Risk Management / Control
  • 2024-89285

Job description

Missions:

 

The Market Risk department in NY monitors the following activities:

 

  • Treasury (US + Canada + Brazil):
    • Treasury Funding
    • Treasury AFS
    • Treasury Hedging
  • Global Market Trading:
    • Swap and Liquid Bond USD
    • Inflation NY
    • FX and Emerging Latam and Brazil
    • Options and Bermudas USD
    • NY Credit Trading
  • Repo and Secured Funding
    • Repo Trading
  • Capital Market Funding
    • NY Credit Primary

 

 

The Risk Manager will be responsible for following the NY activities. The Risk manager:

  • 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 in relation with the Market Activity Monitoring team in charge (in Paris, or New York) and with Head Office corresponding 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.
  • Define 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
  • Prepare the US Risk Committee Market Risk presentation
  • Possibly manage and organize a team of market risk analysts

 

Position/ team:

 Director
The candidate will work within or manage a team of three senior market risk managers.
The Risk Manager will report to the Head of Market and Counterparty Risk for Cacib Americas.

 

Salary Range: $170k-$220k

    • Minimum level of study
    • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
    • Training / Specialization
    • ·         Master or PhD
      ·         7 to 10 years of experience in Financial markets (risk, trading, structuring…)
    • Minimum experience level
    • 6-10 years
    • Compétences recherchées
    • ·         Good knowledge of Financial products, IR Derivatives markets. (Bond, CDS, IRS, CCS, Futures, Inflation products…)·         Good understanding of Market Risk issue (VaR, Stress,…)

  • About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022). 8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients. For more information, please visit www.ca-cib.com Twitter: https://twitter.com/ca_cib LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/ By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.

Crédit Agricole CIB
Crédit Agricole CIB
Crédit Agricole CIB

Crédit Agricole CIB

Senior Market Risk Manager - Americas

Published the 01/05/2024

Permanent Contract
  • NEW YORK - United States Of America
  • Risk Management / Control
  • 2024-89285

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