Liquidity Risk Manager

Credit Agricole SA

  • NEW YORK, NY
  • 30+ days ago
  • $115,000–$145,000 Per Year

Highlights

Key ResponsibilitiesLiquidity Risk Reporting & Metrics· Produce, validate and comment daily liquidity position reports across USD and other currencies - including ALM reports, Gap reports and Stress scenarios.· This role will be instrumental in supporting CACIB's transition to FED's Category IV status requiring knowledge of liquidity risk management best practices and U.S. regulation.

Numbers & Facts

LocationNEW YORK, NY
Salary$115,000–$145,000 Per Year

Description

Position OverviewWe are seeking a Liquidity Risk Manager to join our Market and Liquidity Risk team during a critical period of regulatory evolution. This role will be instrumental in supporting CACIB's transition to FED's Category IV status requiring knowledge of liquidity risk management best practices and U.S. regulation. You will work closely with senior team members to ensure accurate and timely delivery of liquidity risk reporting.Key ResponsibilitiesLiquidity Risk Reporting & Metrics· Produce, validate and comment daily liquidity position reports across USD and other currencies - including ALM reports, Gap reports and Stress scenarios.· Support monitoring of intraday liquidity positions and risks· Periodically review the calibration of the metrics/models used by the team· Maintain reporting dashboards and tools for liquidity risk metrics Category IV Transition & Regulatory Compliance· Develop and document 2LOD liquidity risk appetite framework, limits' structure, and governance processes aligned with Category IV expectations· Implement independent indicators to confirm the data quality of key metrics produced by 1LODReporting & Analytics· Prepare management reporting on liquidity risk profile, limit utilization, and key risk indicators· Develop analytics and dashboards to provide actionable insights to senior management and business lines· Present findings and recommendations to Asset-Liability Committee and Liquidity Risk CommitteeTeam Collaboration· Coordinate with Treasury, Finance, Operations, and business lines to gather necessary data· Work with MCR Head office and Liquidity Risk teams to ensure consistency with group-wide standards· Support senior team members in responding to information requests Salary Range: $115k-$145k

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