Pricing of internal liquidity cost at origination :
Based on internal models (liquidity and interest rate flows) developed by GLBA / CRE / MOD quantitative team (and validated by RISQ / ALM and DFIN / ALM) and based by deal information transmitted by originators you will determine the liquidity / IR hedge within DFIN / GTR therefore the liquidity cost to apply on each operation.
Beyond models, it will be of paramount importance to identify with originators all the inherent uncertainties around financing products (closing delay, drawing options ) to define the best hedging strategy given the sensitivity of those various hypothesis. Others :
Comply with all Risk and regulatory obligations where relevant
Ensure that you are fully aware of and adhere to internal Policies that relate to you, your business or other businesses for which you have any level of responsibility
Read, understand and comply with the Company's Conduct and Standards and corresponding regulations. You will be notified of changes to policies in a timely manner through announcements and / or intranet updates.
Hold a relevant Masters degree in financial mathematics or similar
Previous positions in financing activities and / or asset and liability management
Strong analytical skills and resourceful
Familiar with Marked-to-Market principle applied to interest rate products (vanilla derivatives)
Comfortable with standard Office tools
Very good knowledge of VBA is a plus
Capacity to work independently and rigorously within a team environment
Ability to easily communicate and explain ALM principles
Good stress resistance and result focused within expected delay
Problem solving and initiative taking
Good team spirit and establish strong relationship
Highest respect of rules and compliance issues as the job is under a mandate and some limits
Fluent English is mandatory. PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.
To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.
The VIE assignment in a nutshell This VIE in Hong Kong is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment.
It will last X months. The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space.
For further information (including your financial indemnities), please see : Mon VIE-VIA Business France. We would like to draw your attention to the fact there that your VIE mission could potentially get postponed, depending on the evolution of the health crisis and subjects to the decision made by the Crisis and Support Centre of the Ministry of Europe and Foreign Affairs (MEAE).
In addition, the selected candidate will only be paid upon confirmation from Business France and arrival in the country of assignment.