Job description




Business type



Types of Jobs - Risk Management / Control




Job title



US Equity Risk Management Analyst




Contract type



Permanent Contract




Job summary




Summary



Within the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives.




Position Overview



The US Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results, participates in the review of market limits and report limit breaches.



The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology.




Key Responsibilities



Primary Duties:

• Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations

• Analysis, monitoring and supervision of daily production of results explanations

• Analysis, monitoring and supervision of risks and notification of limit breaches

• Analysis and validation of new operations / one-offs

• Contribute / Participate material and presentations for the CACIB US and CUSO management through a weekly dashboard, at the US Market Risk Committee and the CUSO Market Risk Bureau.

• Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or ES scope

• Annual review of limits



Secondary Duties:

• Production and analysis of market risks

• Calculation of reserves for GRI Equity / ES scope

• Semi-annual and annual business activity reviews

• Participation in implementing regulatory changes (FRTB...)

• Responding to regulator requests (AQR, EBA Stress, QIS, FED, NYDFS etc...)

• Improvement and implementation of risk analysis and monitoring tools

• Assist the MAM team in maintaining a robust risk and valuation reporting framework



Job Specifics

• Work in open space. On-call duty possible on holidays




Key Internal Contacts



Local/Regional MAM, Local Market Risk Management, RPC and Front Office, Regional Management, Internal Audit, Compliance




Key External Contacts



External audit




Salary Range: $150k-$180k




Supplementary Information




Technical Skills

• Experience in market risk control (Risk Management, Activity Monitoring)


• Good knowledge of equity derivative products


• Good IT skills (VBA programming, Excel, Access, SQL)

Position location




Geographical area



America, United States Of America




City



NEW YORK




Candidate criteria




Minimal education level



Bachelor Degree / BSc Degree or equivalent




Academic qualification / Speciality




Education Essential:

• Master's degree (BAC +5)


• Degree preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics

Level of minimal experience



6-10 years




Required skills

• Ability to communicate with ease and clarity


• Analytical and synthesis skills


• Rigor and organizational skills


• Results-oriented and priority setting


• Autonomy


• Relationship/Commercial skills


• Ability to cooperate/Transversality


• Ability to lead and structure team activities

Languages



Proficiency in English (both written and verbal)