FIXED INCOME / ASSET AND SECURED ACTIVITY FUNDING HF

Job description

Dexia, a European Financial Group, is offering you a unique experience: managing a portfolio of good-quality long-term assets in a bank undergoing orderly resolution. To meet this challenge, Dexia is seeking people with a sense of curiosity, with good adaptation skills, a willingness to learn and wishing to contribute to promoting the interests of the Belgian and French States which fund us. Choosing to work for us means sharing, with 1,000 members of staff, values of cohesion, adaptability and professionalism, and becoming an actor of a company where the individual counts but which has the challenges of a multinational!
Position:
The VIE will take part to the following assignments:
- Analyze, control, monitor and report the level and evolution of the P&L, AFS Reserves, margin calls and Risks indicators for the Assets and Secured Funding perimeter;
- Actively contribute towards implementing tools and reports used to monitor the Fixed-Income/Assets and Secured Funding activities;
- Control risk limits and insure a permanent adequacy between the MRM risk framework and the Front Office activity;
- Perform consistency checks on market data (bond prices, spreads) to ensure data reliability provided by external providers;
- Responsible for running valuations check on collaterals for Secured Funding activity;
- Responsible for running and analyzing Stress Tests on Asset perimeter;
- Participate in the elaboration of the document for the local ALCO;
- Participate in projects analysis and implementation related to Assets when the Risk department is involved;
- Track and analyze overall market conditions and factors affecting markets with a focus on the Assets and Secured Funding activities;
- Keep up to date all operational procedures linked with the Fixed-Income/Assets and Secured Funding activities.
- Have strong interaction with Front Office;
- Liaise with counterparts in Paris when needed;
Profile:
- College degree required with major in business or mathematics.
- Solid knowledge of financial products (fixed income) and financial mathematics.
- Knowledge of IFRS and Hedge accounting is a plus.
IT skills :
- Proficient in Microsoft Office (Access mandatory),
- SQL,
- Knowledge of VBA is a plus
Avant de postuler, veillez à vérifier les conditions d’éligibilité pour cette destination http://www.civiweb.com/FR/le-volontariat-international/conditions-du-VIE.aspx
Le visa requis dans le cadre d’une mission VIE est en effet soumis à des conditions de formation et/ou d’expérience