- Assurer le suivi des positions et consommations des limites de marché telles quétablies par la gouvernance du Comité des Risques de Marché
- Déclarer les dépassements selon le processus en vigueur
- Discuter avec le desk de trading des positions de marché et des stratégies de couverture. Alerter le management sur les variations et positions matérielles des desks suivis.
- Assurer les revues annuelles de limites et de performance du desk, ainsi que les sujets de changements dencadrement des risques
- Participer au processus de one-off et aux sujets business, échanger avec les équipes de trading sur ces sujets.
- En liaison avec les équipes en charge, assurer la mise en place des méthodologies prudentielles
- Contribuer à la mise en place des mesures en vision FRTB
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Risk Management Transverse Non Linear Rates H/F - Montrouge, France - Crédit Agricole CIB
Description
Description du poste
Au sein du département Market and Counterparty Risk, le candidat aura un rôle de Risk Management sur les activités non linéaires de taux.
La personne retenue rejoindra une équipe de 7 personnes dont 2 sont basées à Londres. Chaque Risk Manager est chargé du suivi de plusieurs desks de trading de produits Vanilles, Structurés, de Titrisation et Cross Assets.
Les missions principales seront :
Suivi des positions de marché selon lencadrement validé en Comité des Risques de Marché
Participation à la mise en œuvre des projets risques et business
Participation à la mise en œuvre des projets réglementaires
Participation au processus dapprobation des opérations (one-off)
Accompagnement des projets de changement doutil et dinfrastructure sur les aspects risques et indicateurs réglementaires
Contribution aux avis risques pour le Comité des Risques de Marché
Accompagnement des équipes de production Market Activity Monitoring dans les analyses liées au P&L et indicateurs réglementaires
Missions principales :
Suivi des positions de marché des portefeuilles non linéaires de taux selon lencadrement validé en Comité des Risques de Marché :
Participation à la mise en œuvre des sujets risques et business sur les activités non linéaires :
Mise en place des projets réglementaires :
Participation aux analyses et présentations consolidées sur le périmètre global Non Linéaires de taux : synthèses hebdomadaires, comités de Pricing, comités des risques de marchés, etc.
Accompagnement des équipes de production Market Activity Monitoring dans les analyses liées au P&L et indicateurs réglementaires.
