CA CIB Americas

★★★★★

Alm specialist

12 September United States, NEW YORK Perm

Description of Department:
The ALM & CPM Division within the Finance department is responsible for, and the local correspondent for, the following product lines: Credit Portfolio Management (CPM) and Assets and Liabilities Management (ALM) within Crédit Agricole CIB Americas.

Asset and Liability Management is responsible for the monitoring and supervision of financial risks (other than market transactions), within the framework of the guidelines set by the Asset and Liability Committee (ALCO).
This relates to a range of risks: global interest-rate risk, exchange-rate risk, and liquidity risk at more than one year.
It is also responsible for prudential ratios (solvency ratios applicable to banks), particularly through: Quarterly forecasts of changes in solvency ratios
Tools for measuring ex-post profitability of capital (profitability per customer and employment of capital).

Overview of Position:

• Support ALM activities in the Americas (incl coordination with Brazil and Canada) in maintaining and enhancing the process of controlling and monitoring Balance Sheet and Liquidity risks of the Branch and Bank's subsidiaries.


• Work as part of a team responsible for local balance sheet and prudential ratio management and management of financial risks (interest rate, foreign exchange and liquidity) for CA-CIB US Branches, CASUSA, Miami Branch and in support of ALM activities for Banco Credit Agricole Brasil and the CA-CIB Canadian Branch.

Overview of Position:

• Support ALM activities in the Americas (incl coordination with Brazil and Canada) in maintaining and enhancing the process of controlling and monitoring Balance Sheet and Liquidity risks of the Branch and Bank's subsidiaries.


• Work as part of a team responsible for local balance sheet and prudential ratio management and management of financial risks (interest rate, foreign exchange and liquidity) for CA-CIB US Branches, CASUSA, Miami Branch and in support of ALM activities for Banco Credit Agricole Brasil and the CA-CIB Canadian Branch

Primary Responsibilities:
Support measurement, analysis and controls of ALM-NY perimeter in regard to Cash Flows and Balance Sheet (in terms of asset composition, liquidity and capital ratios), produce Contingency Funding Plan & Liquidity Stress scenarios simulations and forecast with focus on asset composition, interest rate risk (RRT reporting), FX, hedging, liquidity sources, capital consumption, costs, etc.
in coordination with Treasurer, Financial Division, IT and HO ALM
Reporting directly to the Head of ALM and CPM, the ALM specialist manages Liquidity monitoring and all risks related to the balance sheet of NY branch, CAS, the Securitization Conduit and all CA-CIB US entities.
Main responsibilities include:
Liquidity risk management:

• Maintain and evolve, liquidity risk limits, early warning indicators and Contingency Funding Plan in line with Enhanced Prudential Standard requirement and Head Office guidelines.
Update intern

Experience Required:
Minimum 3 years experience in ALM, Treasury or Market Risk including working with (analyzing, reconciling, etc.) the balance sheet of a bank and/or broker-dealer
General knowledge of accounting

Qualifications/Education Required:
Master Degree in Business, Finance or Engineering