CA CIB Americas

★★★★★

Market risk manager

07 October United States, NEW YORK Perm

Missions:
The Market Risk Manager is in charge of Market risk for the following area:
Treasury:
Treasury Funding

AFS

Treasury Hedging

Rate NY Product line:
Repo Trading

Swap USD

Liquid Bond USD

Inflation NY

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:
Director
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,…)