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Moteur de recherche d'offres d'emploi Crédit Agricole CIB

Repo MaM Analyst


Vacancy details

General information

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

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Repo MaM Analyst

Contract type

Permanent Contract

Job summary

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

Position location

Geographical area

America, United States Of America

City

NEW YORK

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Level of minimal experience

6-10 years

Experience

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;

 

Required skills

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.