CREDIT AND MARKET RISK MONITORING

Credit and Market Risk Monitoring

The assignment will take place within the Risk and Permanent Controls teams:

• Credit and Market Risk (Luxembourg)

Location

The Risk and Permanent Controls teams are located in France (Montrouge) and Luxembourg.

DESCRIPTION OF THE ASSIGNMENT

Assignment - Luxembourg (1 consultant)

Context and Scope

As part of the LUCA project (change of the bank's accounting system), the teams of the Credit & Market Risks business unit cover the following activities:

• Credit Risk
• Market Risk
• Market Activities Monitoring
• Clearing & Execution Risk

The teams need to adapt their existing tools, participate in IT work (EdB, UAT), and participate in LUCA project workshops.

Nature of the Service

Development of a UDA (SAS, VBA, Access, Java) for monitoring the bank's credit, counterparty, and market risk.

Project management.

Provide production backup (relieve the workload of the teams).

Description of the Mission

• Analyze in detail the impacts of the accounting system change project (Systeme and chart of accounts).
• Formalize the requirements (EdB) of the Credit & Market Risk line for the IT department responsible for adapting and developing the new tools in accordance with the project plan.
• Monitor IT deliverables (Contribution to project management, workshop reports, monitoring the progress of IT implementations).
• Adapt the "UDA" tools/controls developed by the business (SAS, VBA, Access, Java) and update the UDA documentation accordingly.
• Test IT deliverables.
• Support the changeover to the Risk and Accounting systems.
• Write User Guides.
• Organize training for the teams on new CMR systems and processes.
• Organize training for the teams on new accounting systems (SAP & TRBK).
• Handle routine production tasks: Execute controls, Produce reports.

Functional Responsibilities

• Analysis and provision of opinions on Risk cases.
• Analyze requests from the sales and trading floor teams regarding the credit and market transaction needs of the Bank's clients and counterparties.
• Provide opinions to be presented to the Bank's Risk Committee for a decision.
• Risk Monitoring: Verify, using automated tools, compliance with authorisations issued by the Committee and intervene to understand and rectify any anomalies.
• Prepare monitoring reports for Management.
• Develop and/or update rating methodologies specific to different product and/or client categories.
• Participate in or coordinate work related to harmonizing credit risk measurement, analysis, and control processes within the various CACEIS Group entities.
• Produce reports (analysis of overruns, exposures) on a statutory and consolidated basis.

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