VIE ALM & Structured Funding Analyst (Securitisation & Derivatives) H/F

Crédit Agricole Assurances SA; Laje; Remote; EUR 60,000 - 85,000; Full time

Job summary

Crédit Agricole is seeking an ALM/Treasury specialist to support securitisation, liquidity management and risk oversight in Lisbon. The role requires coordinating with regulators, investors and rating agencies while delivering cross-functional initiatives.

You will work on regulatory and strategic projects at group level, ensuring compliance with accounting standards and enhancing processes through innovation and optimization.

Responsibilities

• Monitor securitisation transactions, including Significant Risk Transfer (SRT) deals.
• Monitor derivatives and hedging strategies, including interest rate swaps (IRS) and back-to-back swaps.
• Support regulatory and strategic projects, both internally and at Group level.
• Ensure compliance with applicable regulatory and accounting requirements.
• Manage and optimise liquidity, interest-rate risk (IRR) and solvency topics.
• Liaise with regulators, auditors, investors and rating agencies.
• Contribute to process improvement, innovation and cross-functional initiatives.

Job description

JOB PURPOSE :

Support ALM and Treasury activities, with a particular focus on securitisation, liquidity, interest-rate risk and solvency. The role combines technical expertise in structured funding, derivatives and regulatory frameworks with project delivery, innovation and continuous improvement.

RESPONSIBILITIES :

• Monitor securitisation transactions, including Significant Risk Transfer (SRT) deals.
• Monitor derivatives and hedging strategies, including interest rate swaps (IRS) and back-to-back swaps.
• Support regulatory and strategic projects, both internally and at Group level.
• Ensure compliance with applicable regulatory and accounting requirements.
• Manage and optimise liquidity, interest-rate risk (IRR) and solvency topics.
• Liaise with regulators, auditors, investors and rating agencies.
• Contribute to process improvement, innovation and the delivery of cross-functional initiatives.