Head of Market Activity Monitoring ("Mam")

Company: Credit Agricole America Services Inc.
Location: New York
Posted on: September 25, 2022

Job Description:

Credit Agricole America Services Inc. seeks Head of Market Activity Monitoring ("Mam") (New York, NY). Responsible for overseeing the Market Activity Monitoring ("MaM") team's work and ensuring the P&L and Risk published are accurate and sent to management and operators in the appropriate time frame. Manage the P&L and Risk production and Market data production. Assign roles and objectives, follow-up and confirm that objectives have been achieved. Supervise all missions of MaM to makes sure they have been achieved with quality in the appropriate time frame. Ensure the Independent Market data validation for FX rates, swap rates, futures prices, bonds prices, cash curves, fixing, and Brazilian IR curves is run properly. Review any issue with Risk management, to ensure Systems are populated with correct data. In liaison with Risk Management and Front Office, contribute to the definition of the structure of the curve and obtain accurate data from external sources. Organize and serve as the Secretary of the Pricing and Valuation Committee, including preparation of the deliverable with the help of Risk management, and writing of the meeting minutes. Work with Head Office on any global project which may affect New York MaM. Review and validate local annual budget for IT projects, review and run different analysis around P&L results with the MaM Team. Work with Risk Management on the evolution of the Liquidity risk framework in the context of new regulations, especially the Enhanced Prudential standard.REQUIREMENTS: Must have a Master's degree in Finance, Economics, or a related quantitative field and 6 years of work experience in the job offered or a related occupation. Must have 6 years of experience with all of the following: capital markets products, including derivatives; financial mathematics; financial products (including derivatives, loan and deposits, CDs, commercial paper, Re-purchase agreement/Repo, and bonds) and financial products P&L; P&L computation on financial products; developing and maintaining program in VBA.; working with local regulatory requirements; and providing auditors with their requested documents and explanations. In the alternative, employer will accept a Bachelor's degree in Finance, Economics, or a related quantitative field and 7 years of work experience in the job offered or related occupation, including 7 years of experience with all of the above mentioned skills. To apply, please send resume to CARecruitmentUS@ca-cib.com. Attn: Ref. #18543.00176.

Keywords: Credit Agricole America Services Inc., New York , Head of Market Activity Monitoring ("Mam"), Accounting, Auditing , New York, New York