Manages all Middle-Office tasks, e.g. daily validation of the micro-hedging operations to the Short Cut method, production of liquidity and interest rate gaps, controls on MtMs sent by CA-CIB on ALM hedging transactions;

• Participates to transversal and/or HO projects;
• Ad-hoc Operations tasks.

 1. Key Responsibilities

• MtM monitoring and analysis (incl. eligibility of micro hedging strategies to the Short Cut Method);
• Production and analysis of interest rate gap;
• Management of liquidity reporting (incl. liquidity gap, liquidity stress tests);
• Follow-up of transactional regulatory reporting (e.g. EMIR, MIFID, MMSR, …);
• Manages the Banque de France reporting FIE (Fiches individuelles d’emprunts);
• Engages in projects to maintain and enhance processes;
• Any other tasks or duties that may be required.

2. Key internal contacts

• COO, CRO, GM and other managers of CASA London branch
• Credit Agricole SA Paris (incl. DPF/ALM)
• Crédit Agricole CIB Paris and London (incl. Treasury, MAM)

3. Key external contacts

• External Auditors
• Banque de France
• Correspondent banks/Custodians/Paying agents

Degree in relevant discipline 

• Prior experience within an investment banking environment 
• Prior experience within a middle of back office function handling DCM, derivatives or FX products 

• Ability to work with and assist any other departments
• Ability to react quickly in case of a system problem and find the solutions (internal or external)
• Ability to cope with Compliance/Financial Security matters

• IT literate (e.g. Visual Basic, SQLq & Python)
• ALM and Treasury operations experience
• Good Capital Market knowledge (money market, foreign exchange, securities, repos, derivatives)
• Good knowledge of the relevant rules and regulations