Summary

Within the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives.

Position Overview

The US Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results, participates in the review of market limits and report limit breaches.

The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology.

Key Responsibilities

Primary Duties:

 ·       Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations

·       Analysis, monitoring and supervision of daily production of results explanations

·       Analysis, monitoring and supervision of risks and notification of limit breaches

·       Analysis and validation of new operations / one-offs

·       Contribute / Participate material and presentations for the CACIB US and CUSO management through a weekly dashboard, at the US Market Risk Committee and the CUSO Market Risk Bureau.

·       Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or ES scope

·       Annual review of limits

 Secondary Duties:

·      Production and analysis of market risks
·      Calculation of reserves for GRI Equity / ES scope
·      Semi-annual and annual business activity reviews
·      Participation in implementing regulatory changes (FRTB...)
·      Responding to regulator requests (AQR, EBA Stress, QIS, FED,         NYDFS etc...)
·      Improvement and implementation of risk analysis and                     monitoring tools
·      Assist the MAM team in maintaining a robust risk and valuation         reporting framework
 

Job Specifics

·      Work in open space. On-call duty possible on holidays

Key Internal Contacts

Local/Regional MAM, Local Market Risk Management, RPC and Front Office, Regional Management, Internal Audit, Compliance

Key External Contacts

External audit

Salary Range: $150k-$180k

Technical Skills

• Experience in market risk control (Risk Management, Activity Monitoring)
• Good knowledge of equity derivative products
• Good IT skills (VBA programming, Excel, Access, SQL)

   

Education Essential:

• Master's degree (BAC +5)
• Degree preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics

• Ability to communicate with ease and clarity
• Analytical and synthesis skills
• Rigor and organizational skills
• Results-oriented and priority setting
• Autonomy
• Relationship/Commercial skills
• Ability to cooperate/Transversality
• Ability to lead and structure team activities