Entity
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/
Reference
2022-73588
Update date
15/03/2023
Responsibilities:
The candidate will have a position of analyst within the MaM team dedicated to the Repo product line and will conduct the main missions of MaM on its perimeter of responsibility.
Ø Validate and maintain, independently from F/O, end of day market data;
Ø Verify position reconciliations from Back Office;
Ø Produce a daily P&L for all local CACIB NY Repo books
Ø Perform a P&L Attribution Analysis;
Ø Produce risk indicators, and more specifically:
- Sensitivities
- Value at Risk
- Fx Exposures
Ø Control risk limits in liaison with Risk Management
Ø Report P&L, Cash Balances and Risks to Front Office, Risk Management and Management
Ø Participate to the PnL reconciliation process between MAM and Accounting on a daily basis
Ø Produce PnL analysis
On top of his main primary mission he will also be responsible for the production and review&analysis of the Securitization alerts and limits
Position
Report to Head of MaM in NY.
Requirements:
Ø At least 4 years of professional experience in a similar position;
Ø Good knowledge of Financial Products, including Derivatives, both from a Risk and an Accounting perspective;
Ø Excellent Knowledge of Excel and Access. Ability to maintain VBA Macros, Python is a differential
Ø Good communication and organization skills;
Ø Ability to work and interact effectively with the other Departments of the bank and in particular with the Front and Back Offices.
Salary range: $125,000 - $145,000
Ø At least 4 years of professional experience in a similar position;
Ø Good knowledge of Financial Products, including Derivatives, both from a Risk and an Accounting perspective;
Ø Excellent Knowledge of Excel and Access. Ability to maintain VBA Macros, Python is a differential
Ø Good communication and organization skills;
Ø Ability to work and interact effectively with the other Departments of the bank and in particular with the Front and Back Offices.