NY Market Risk Manager - Credit Agricole : Job Details

The Market Risk department in NY monitors the following activities:

Treasury (US + Canada + Brazil):

* Treasury Funding

* Treasury AFS

* Treasury Hedging

Global Market Trading:

* Swap and Liquid Bond USD

* Inflation NY

* FX and Emerging Latam and Brazil

* Options and Bermudas USD

* NY Credit Trading

Repo and Secured Funding

* Repo Trading

Capital Market Funding

* NY Credit Primary

The Risk Manager will be responsible for following part of the NY activities. The Risk manager:

* Proposes sets of limits in relation with Head Office Risk management.

* Suggests appropriate changes of methodology.

* Ensures all risks are monitored accurately.

* Monitors and analyzes daily 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

Prepare the US Risk Committee Market Risk presentation

Position/Team:

* Vice-President

* The candidate will work within a team of four market risk managers.

* The Risk Manager will report to the Head of Market and Counterparty Risk for Cacib Americas.

Salary Range

$130k-$150k

* Good knowledge of Financial products, IR Derivatives markets. (Bond, CDS, IRS, CCS, Futures, Inflation products)

* Good understanding of Market Risk issue (VaR, Stress,)

* Good programming skills in VBA and Python