US Equity Risk Management Analyst

SummaryWithin the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives.Position OverviewThe US Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results, participates in the review of market limits and report limit breaches.The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodology.Key ResponsibilitiesPrimary Duties: · Alerts the Head of Market Risk US on important events, market risk exposures or abnormal situations· Analysis, monitoring and supervision of daily production of results explanations· Analysis, monitoring and supervision of risks and notification of limit breaches· Analysis and validation of new operations / one-offs· Contribute / Participate material and presentations for the CACIB US and CUSO management through a weekly dashboard, at the US Market Risk Committee and the CUSO Market Risk Bureau.· Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or ES scope· Annual review of limits Secondary Duties:· Production and analysis of market risks· Calculation of reserves for GRI Equity / ES scope· Semi-annual and annual business activity reviews· Participation in implementing regulatory changes (FRTB...)· Responding to regulator requests (AQR, EBA Stress, QIS, FED, NYDFS etc...)· Improvement and implementation of risk analysis and monitoring tools· Assist the MAM team in maintaining a robust risk and valuation reporting framework Job Specifics· Work in open space. On-call duty possible on holidays Key Internal ContactsLocal/Regional MAM, Local Market Risk Management, RPC and Front Office, Regional Management, Internal Audit, ComplianceKey External ContactsExternal audit Salary Range: $150k-$180k