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Risk Manager Non Linear - Hybrid


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 Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and 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 markets 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

2022-64045  

Update date

10/06/2022

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Risk Manager Non Linear - Hybrid

Contract type

Permanent Contract

Job summary

Inside Market and Counterparty Risk department, the candidate will have a risk management role on non linear trading activities specialized in Cross Asset products.
 
Main responsibilities:

The main tasks will be:

o   Market positions monitoring on Cross Asset activities according to the framework validated in Market Risk Committee and London Risk Committee

o   Involvement in risk and business project implementation of non linear trading activities

o   Involvement in regulatory project implementation linked to non linear trading activities

o   Technical and operational support in IT infrastructure evolution on risk aspects and regulatory measures

o   Contribution to market risk opinions for Market Risk Committee and London Risk Committee

o   Technical support to Market Activity Monitoring teams in analyses linked to P&L and regulatory indicators on Non Linear-Cross Asset activities

 Your missions are the following:

o        Market positions monitoring on Cross Asset activities according to the framework validated in Market Risk Committee and London Risk Committee:

·        Ensure the monitoring of Market positions versus limits as validated under Market and London Risk Committees governances. Report breaches according to the appropriate internal process. Discuss with trading desks on market positions. Alert management for positions non subject to specific market risk limits.

 

o        Involvement in risk and business project implementation of non linear trading activities:

·        Ensure the process for annual limit review complying with Volcker rules and specific/one-time changes in the market risk framework on Cross Asset

·        Participate to one-off process and business topics including discussions with trading department.

 

o        Involvement in regulatory project implementation linked to non linear trading activities:

·        With the Internal Model teams, ensure the implementation of prudential methodologies as per validated in CNM

·        Contribution to FRTB implementation

 

o        Support in IT infrastructure evolution on risk aspects and regulatory measures:

·        Participate to the new risk IT tool (MASAI) implementation on non linear-Cross Asset perimeters including consistency across asset classes.
 

o        Provide technical support to Market Activity Monitoring teams in analyses linked to P&L and regulatory indicators on Non Linear-Cross Asset activities

 Specificities linked to the missions (location, business trips, constraints…): the candidate may be required to travel to Paris for management and Head Office MCR teams visit

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent

Academic qualification / Speciality

Minimum master finance, math, risk management equivalent French bac+5

Required skills

o   Good mastery of market risks in all asset classes and more specifically on non linear products

o   Good understanding of complex products (FX, Rates, Credit, Equity) and their pricing model

o   Knowledge for regulatory texts linked to market prudential aspects

o   Communication/Relational:

·        Very good relational internal department and transversal across other departments, continuous exchanges with the non linear risk team, regular exchanges with MCR functions (Models, IPV, MAM, Consolidation, COO, other RM) and trading desks

·        Good oral and written communication skills

o   Autonomy et rigour

 

Required Experience: scientific training, 12+ years’ experience

Market Risk Experience