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

Crédit Agricole; Oeiras; On-site; EUR 52,000 - 74,000; Full time

Job summary

Crédit Agricole in Portugal seeks a specialist to support ALM and Treasury activities with a focus on securitisation, liquidity, and solvency. The role combines technical expertise in structured funding, derivatives and regulatory frameworks with project delivery, innovation and continuous improvement.

Responsibilities include monitoring securitisation & SRT deals, derivatives hedging strategies, regulatory projects, and ensuring compliance, while coordinating with regulators, auditors and

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.

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.