ALM RISK MANAGERPermanent contractRueil-Malmaison, France - Société Générale Assurances

    Société Générale Assurances background
    Permanent contract
    Description

    ALM RISK MANAGER

    Permanent contract|Rueil-Malmaison|Corporate & Investment banking

    ALM RISK MANAGER

  • Rueil-Malmaison, France
  • Permanent contract
  • Corporate & Investment banking
  • Responsibilities

    The ALM department is responsible for managing structural risks such as liquidity risk, interest rate risk, and FX risk for the company.

    Furthermore, the ALM department is responsible for monitoring scarce resources and producing regulatory requirements.

    The ALM senior officer will be a real asset of the team working on transversal missions such as the preparation & animation of the ALCO, the production of internal reporting for the Risk department, the review of internal ALM documentations, the participation to regulatory exercises and ALM projects.

    The ALM senior officer will report to the head of ALM Risk Management.

    Areas of responsibilities and objectives of the role

    Key objectives are to:

  • Manage structural risks: the ALM senior officer will be responsible for: the preparation and presentation of the ALCO the preparation of internal reports requested by the Risk department of Ayvens (, monitoring of the Risk Appetite Statement) the ALM senior officer will act as an expert supporting and challenging the ALM officers. the ALM senior officer will participate to: the review and contribution to internal documentations (, ALM policy, Universal Registration Document, Risk Appetite Statement, Contingency Funding Plan) the requirements from SG (requirements (, closing committees, ALM standards follow up, annual review of limits)
  • Manage scare resources: the ALM senior officer will participate to the monitoring of the liquidity metrics (, LCR, NSFR, CMB), either for internal steering or external reporting purposes
  • Manage regulatory reporting: the ALM senior officer will participate to the production and monitoring of the regulatory requirements (, FINREP, COREP, STE)
  • Participation to ALM projects: The ALM senior officer will participate to ALM projects such as the implementation of the new IT environment (, testing phase, controls implementation, process automation, training)
  • The ALM senior officer will have interactions with SG departments (Finance & Risk departments) and with Ayvens departments (Finance, Risk, Accounting & Treasury departments)

    Profile required

    Competencies

  • Experience and developed skills on managing assets-liabilities risks, interest rate risks, liquidity risk, and FX risk.
  • Strong analytical and quantitative skills
  • Leasing and/or banking industry experience, including capital markets, derivatives, treasury products
  • Knowledge on the external regulatory environment relating to risk management activities in a banking industry environment
  • Job requirements

  • High maturity
  • Autonomous, engaged, structured and rigorous
  • Organisationally as well as socially sensitive ability to effectively maintain a constructive working relationship with all central, local operational and SG teams
  • Positive attitude, flexible, honesty, respect, involvement, team player
  • Able to work under pressure, to organize and prioritize
  • Excellent written and oral communication and presentation skills in English
  • Position based in Paris (Rueil-Malmaison)

    Experience of 5+ years in similar role is expected.