CA CIB UK

Direction financière / Consolidation

★★★★★

Mam analyst H/F

11 septembre England - Greater London, London Stage

Summary
 
Key Responsibilities

This role reports directly to the MAM Section Head for Treasury/Linear Products.
The MAM Department has two key responsibilities:
1)      Production and analysis of the P&L figures
2)      Production and analysis of the Market Risk indicators and monitoring of their associated limits.

Systems: this production is carried out using Front Office systems and dedicated environments.
 Global View is the dedicated tool used for risk management purpose.

·        Collections, validation and control of market parameters.
·        Daily production, control and analysis of P&L figures and market risk limits utilisation.
·        Daily production of VAR and back testing of the VAR, derived risk indicators (correlation, stress scenarios, etc).
·        Daily report of all elements of P&L and market risk (including limits breaches) to the business line and the risk manager.
·        Daily control of reconciliation of stocks and past cash flows, FX positions between FO system and BO systems.
·        Calculation of provisions, hold back reserves etc.
·        Review of month end P&L reconciliation (accounting P&L Vs MAM P&L) produced by the accounting/financial control department.
The MAM department plays an active role in this exercise, as it needs to validate any required adjustment or identified methodology differences (of any pending items).
·        Organisation, preparation of the ‘valuation process committee’ in co-ordination with the business Line Risk manager (meeting called upon request).
·        Participation in specifications, implementation and tests of the used systems.
·        Coordination with the quant team to make sure that the pricers used are validated.
·        PnL attribution/explanation using the Risk indicators and Market Data moves.

Legal and Regulatory Responsibilities

·         Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and the Financial Crime Policy.
·         Maintain appropriate knowledge to ensure to be fully qualified to undertake the role.
Complete all mandatory training as required to attain and maintain competence.

Required: Qualifications to at least A Level, with mathematical qualification included.
Desirable: Further education with emphasis on Markets / Economics an advantage.