Middle Office Officer

at  CRDIT AGRICOLE CIB

DESCRIPTION DU POSTE

Manages all Middle-Office tasks, e.g. daily validation of the micro-hedging operations to the Short Cut method, production of liquidity and interest rate gaps, controls on MtMs sent by CA-CIB on ALM hedging transactions;

• Participates to transversal and/or HO projects;
• Ad-hoc Operations tasks.

1. Key Responsibilities

• MtM monitoring and analysis (incl. eligibility of micro hedging strategies to the Short Cut Method);
• Production and analysis of interest rate gap;
• Management of liquidity reporting (incl. liquidity gap, liquidity stress tests);
• Follow-up of transactional regulatory reporting (e.g. EMIR, MIFID, MMSR, …);
• Manages the Banque de France reporting FIE (Fiches individuelles d’emprunts);
• Engages in projects to maintain and enhance processes;
• Any other tasks or duties that may be required.

1. Key internal contacts

• COO, CRO, GM and other managers of CASA London branch
• Credit Agricole SA Paris (incl. DPF/ALM)
• Crédit Agricole CIB Paris and London (incl. Treasury, MAM)

1. Key external contacts

• External Auditors
• Banque de France
• Correspondent banks/Custodians/Paying agents

Manages all Middle-Office tasks, e.g. daily validation of the micro-hedging operations to the Short Cut method, production of liquidity and interest rate gaps, controls on MtMs sent by CA-CIB on ALM hedging transactions;

• Participates to transversal and/or HO projects;
• Ad-hoc Operations tasks.

1. Key Responsibilities

• MtM monitoring and analysis (incl. eligibility of micro hedging strategies to the Short Cut Method);
• Production and analysis of interest rate gap;
• Management of liquidity reporting (incl. liquidity gap, liquidity stress tests);
• Follow-up of transactional regulatory reporting (e.g. EMIR, MIFID, MMSR, …);
• Manages the Banque de France reporting FIE (Fiches individuelles d’emprunts);
• Engages in projects to maintain and enhance processes;
• Any other tasks or duties that may be required