Market Risk Analyst
Propose market local risk policies, conform to Group policies.Assist ALM function in analyzing and monitoring the structural risks (liquidity risk, interest rate risk) of the JV.Follow at local level and prepare a report for BPF/MR largest funding counterparties.Analyze, monitor and control the...
- Propose market local risk policies, conform to Group policies.
- Assist ALM function in analyzing and monitoring the structural risks (liquidity risk, interest rate risk) of the JV.
- Follow at local level and prepare a report for BPF/MR largest funding counterparties.
- Analyze, monitor and control the hedging of the JV through hedging effectiveness tests. Control accounting entries regarding hedging.
- Define risk measurement frameworks.
- Challenge assumptions of Financial Management for Contingency Plan
- Propose Market Risk limits for approval by the local risk Committee. Develop associated monitoring and reporting: alerts and monitoring of corrective action plans.
- Coordinate with BPF/RM and Financial Management criteria and assumptions used in the measurement and reporting.
- Implement and analyze regulatory risks reporting market as required by local and international regulators (LCR CRDIV, RAS, liquidity ratios or IRR report locally (90.30), etc ...)
- Ensure proper valuation of treasury financial instruments such as government bonds and derivatives in accordance with Group rules.
- Participate actively to ALCO, risk committee, and follow up decisions by providing anytime double look.
- Participate in projects affecting market risk, as the representative of the Market Risk function.
- Participate in the implementation of audit recommendations, etc ...
- Involvement in credit risk, produce monthly report in order to monitor credit risk. Providing support in different credit risk
- Degree in Economics, Finance, Engineering or Mathematics
- Knowledge and analysis of the structure of a balance sheet,
- Knowledge of financial products of both the asset and liability of credit institutions,
- Strong ability to analyze,
- Theoretical knowledge of financial products, derivatives and valuation techniques.
- Dynamic, proactive and focused on the achievement of objectives.
- Experience: Master degrees in mentioned field and/or work experience in banking, consultancy or auditing (preferably in structural or market risks)
- Years of experience: 0-2 years in Market Risk, Financial Management, Management Accounting, Auditing.
- Language and Level: English and French: A good level is desired; Spanish wished