Non Traded Market Risk Manager - Liquidity, IRRBB

Roly Recruitment; Paris; Sur place; EUR 70 000 - 90 000; Plein temps

Résumé du poste

A leading recruitment agency is seeking a Non-Traded Market Risk Manager in Paris. The role involves managing IRRBB and regulatory risk while collaborating with trading teams to ensure compliance with the group's risk framework. Candidates should have 5+ years of experience in non-traded market risk, with additional competencies in fixed income and commodities as an advantage. Strong personal skills are essential for success in this dynamic environment.

Qualifications

• 5 years experience within non-traded market risk management, especially in liquidity risk and treasury risk.
• Additional competency in traded market risk is an advantage.
• Experience of fixed income and commodity trading is a plus.

Responsabilités

• Manage IRRBB framework, ratios and reporting.
• Review ALM, intra-group liquidity, and regulatory reports.
• Work with trading, sales, and structuring teams to launch new products aligned with group risk framework.
• Conduct market risk analyses and ensure compliance with trading processes.
• Collaborate on regulatory frameworks with 2nd line risk functions.

Connaissances

Non-traded market risk management

Liquidity risk

Regulatory risk

Interest Rate risk

Diplomacy

Relationship focus

Attention to detail

Description du poste

International Financial Markets Group - Paris 8eme

A new opportunity for a Non-Traded Market risk manager looking to develop their career within a dynamic front office environment. Our client are a financial markets group with diverse trading strategies (rates, FX, commodities) and an increasing presence in France.

You will join a 40 person sales and trading floor, working closely with trading, treasury and group risk teams.

In addition to your core, non-traded market and regulatory risk responsibilities - ALM, liquidity management, IRRBB, funding, you will also dedicate time to traded functions, including pricing, hedging, VaR model management and market analysis. You will also assume management oversight for junior employees.

Responsibilities will include :

• Managing IRRBB framework, ratios and reporting
• Reviewing ALM, intra-group liquidity and regulatory reports
• Working with trading, sales and structuring teams on the launch of new products and business activities, ensuring that they are aligned with the group risk framework and conform with group risk appetite
• Conducting detailed market risk analyses, ensuring that trading processes- P&L management, hedging, pricing, VaR / VaR, model management, market notifications conform with the group risk framework
• Working with counterparts within 2nd line risk functions on regulatory frameworks.

Skills Required

• 5 years experience within non-traded market risk management - especially liquidity risk, treasury risk, Interest Rate risk
• Additional competency in traded market risk is an advantage
• Experience of fixed income and commodity trading is an advantage
• Personal skills - diplomacy, relationship focus, tenacity, intuition and an eye for detail. This is a busy, revenue generating structure and these qualities will be important

If you are interested in this role please contact Simon Bradbury - [e-mail]