Vice President / Director, Market Activity Monitoring

Crédit Agricole CIB

  • Hong Kong
  • Permanent
  • Full-time
  • 2 months ago
** This position will be under the Employee Referral Program in Hong Kong.Summary
A multi-product team lead role based in Hong Kong to support the diverse Market Activity Monitoring (MAM) team in the Market Risk department across Asia Pacific, mainly on Treasury/ALM, Credit and FX Option business.APAC MAM team mission includes:
  • P&L and market risk exposures monitoring - analyses and validates P&L including its attribution. This includes the various related controls (P&L attribution, new trades, atypical, off-market, etc.), as well as the assistance to Finance in the monthly P&L reconciliation and the related investigation.
  • Market risk limit monitoring - produces and analyses risk exposures and liquidity indicators and ensures immediate escalation of anomalies, significant variation of exposures or limit breaches.
  • Independent Price Verification (IPV) controls which include setup and validation of market data, valuation and reserves, and escalation of significant market events.
  • Data quality monitoring to ensure the integrity and accuracy of P&L and market risk data reported in the market risk systems and published to the Management.
  • Involvement in transversal topics with Head office, Risk Management, GMD, CMO, Finance, etc.
Key Responsibilities
  • Supervise risk and P&L production team of the respective perimeters.
  • Daily monitoring of the team's KPIs to ensure the MAM mission and best practices are duly performed and delivered in a timely and quality manner. Ensure immediate escalation of issues (anomalies, incidents, etc.) to the respective managers.
  • Contribute to the review of the business activities, among others, including the Activity Review, Market Risk Committee and limits review.
  • Coordination within the Market Risk / RPC teams and the respective interlocutors on new product / activity assessment, having the ability to share opinions or escalate if the product / activity is incompatible with the current systems and/or MAM operations.
  • A deep involvement in the assigned projects, including an autonomous tracking of the team's delivery and assistance to or coordination with the Head Office and the local MCR teams in APAC and the other departments.
  • Maintain a good level of inter-departmental interaction, assistance and collaboration with GMD, Finance, RPC, CMO, IT, etc.
Personal data provided by job applicants will be used strictly in accordance with the employer's personal data policies, a copy of which will be provided immediately upon request.La version française est disponible sur demande à votre RH localePosition locationGeographical areaAsia, Hong KongCityHONG KONGCandidate criteriaMinimal education levelBachelor Degree / BSc Degree or equivalentAcademic qualification / SpecialityDegree preferably in a Risk Management, Finance, Quantitative Finance, Mathematics or Statistics.Level of minimal experience3-5 yearsExperienceA minimum of 5-year of related professional and managerial experience in product control or market risk function, possessing a strong understanding and experience on Asian currencies and markets, particularly on Treasury / ALM, FX Option and Credit.Required skills
  • Autonomous team manager with strong willingness to dive into the details with the team.
  • Solid commitment and tracking of the team's task and assigned projects to ensure timely delivery.
  • Demonstrate strong willingness to collaborate and assist the different transversal teams within RPC, GMD, CMO, Finance, IT, Audit, etc.
Technical skills requiredProficient in data analysis with excellent skillset in spreadsheet operation and data transformation and visualisation using SQL, VBA, Python, Tableau, Power BI, etc.LanguagesEnglish, Mandarin and/or other regional languages in Asia would be an adventage

Crédit Agricole CIB