Risk Manager Liquidité (H/F) – Structural Balance Sheet Risk Department

Tasks

• Analyze liquidity risk
• Analyze new products and one off transactions
• Assess concentration risk
• Assess intraday liquidity risk
• Assess liquidity transfer restrictions
• Assess margin call risk
• Assess market footprint risk
• Assess off balance sheet risk
• Assess optionality risk
• Assess refinancing risk
• Assess signature risk
• Assess step in risk
• Calibrate liquidity reserve
• Calibrate risk metrics
• Conduct annual limit review
• Conduct business risk reviews
• Conduct liquidity stress testing
• Define risk limits
• Design risk limit framework
• Develop tactical risk monitoring tools
• Escalate limit breaches
• Evaluate COF and FVA
• Evaluate risk appetite
• Maintain risk documentation
• Map and assess risk materiality
• Monitor regulatory updates
• Perform independent risk assessment
• Prepare regulator responses
• Prepare risk committee contributions
• Produce limit monitoring reports
• Project cash flows and ALM conventions
• Review emergency funding plan governance and indicators
• Review structured emissions
• Support ALM and treasury committees
• Track remediation plans
• Update RAF and ILAAP

Perks/Benefits

• N/A

Skills/Tech-stack

ALM | Balance sheet risk | Cash Flow | Cash Flow Forecasting | Concentration risk | Credit Spread Risk | Credit spread | ECB Reporting | FED Reporting | Governance | IRRBB | Intraday liquidity | Liquidity Reserve | Liquidity Risk | Liquidity Transfer Restrictions | Margin Call | Margin Call Risk | Market Risk | Market risk metrics | Off Balance Sheet Risk | Optionality Risk | Refinancing Risk | Regulatory Reporting | Risk Limits | Risk Metrics | Signature Risk | Spread Risk | Stress Testing