CA CIB Americas
CA CIB Americas
The Market Risk Manager is in charge of Market risk for the following area:
Rate NY Product line:
Liquid Bond USD
For all these businesses, the Risk Manager:
Proposes sets of limits in relation with Head Office Risk management.
Suggests appropriate changes of methodology.
Makes sure all the risks are monitored accurately.
Daily monitors and analyzes market risk exposures in relation with the Market Activity Monitoring team in charge (in Paris, or New York) and with Head Office corresponding Market Risk team.
Instructs over limits and proposes action.
Prepares New Product review for NAP Committee / New Product Committee.
Defines and maintains up-to-date procedures for all these activities.
Define appropriate level of Market Risk reserve in relation with corresponding Head Office Market Risk Manager
Formalizes Market Risk Opinion to CaCib Americas Market Risk Committee.
Daily monitors and analyses the P&L of the trading activities and especially highlights any issues with the P&L production
Ensure jointly with the Head of Market Risk and the Liquidity Risk manager the review of the Liquidity risk profile, the Liquidity Stress analysis and Liquidity Risk indictors
Position / team:
The candidate will work within a team of three senior market risk managers.
The Risk Manager will report to the Head of Market Risk for Cacib Americas.
Good knowledge of Financial products, IR Derivatives markets.
(Bond, CDS, IRS, CCS, Futures, Inflation products…)
Good understanding of Market Risk issue (VaR, Stress,…)