Desired Competencies:

• University graduate
• Knowledge of financial markets (interest rate markets in particular), preferably with work experience in financial sector
• Financial mathematics expertise, particularly in interest rate instruments (loans&deposits, bonds, interest rate derivatives)
• Good with Office tools to demonstrate such expertise
• Good command of written/spoken English
• Capability of working with large data sets
• Analytically minded, solution oriented

Responsibilities:

· Closely watch market developments, inform the team about changes in market liquidity, prices, or regulations

· Calculate interest rate and liquidity risks fo the bank for major currencies, follow up with recommendations

· Prepare reports of these interest rate and liquidity risks, including commentary on balance sheet evolutions

· Execute bond purchases/sales on behalf of ALM Treasury

· Execute interest rate and/or FX hedges, which are decided according to balance sheet developments, market environment, and the Bank’s risk appetite

· Maintain relations with related teams (Finance, Risk, Legal, Compliance, Operations, IT, others) both internally and with BNPP Group