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

CREDIBOM; Porto Salvo; On-site; EUR 65,000 - 90,000; Full time

Job summary

Crédit Agricole in Portugal seeks a professional to support ALM and Treasury activities, focusing on securitisation, liquidity, interest-rate risk and solvency.

The role combines technical expertise in structured funding and derivatives with regulatory frameworks, project delivery and continuous improvement. You will liaise with regulators, auditors and investors and contribute to cross-functional initiatives.

Qualifications

• Experience in ALM and Treasury functions

Responsibilities

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