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The Liquidity & Collateral Management
team is located in the dealing room and is part of the Financial Markets &
Strategy business line.
Collateral Management is a centralized
support function whose primary role is to monitor and mitigate counterparty credit
risk of the derivatives activity of the bank through :
- The
determination and calling of daily margin at a portfolio level; - The calculation
and the analysis of related risk metrics; - The
implementation of the requirements urged by the regulatory (EMIR) or
business environment and the bank’s transformation plan. - Daily margin calls, dispute resolution, portfolio reconciliation and reporting;
- Calculation and reconciliation of monthly call accounts interests paid or received;
- Reconciliation and reporting of no-master agreement exposures, in line with EMIR regulation;
- Take part in the implementation of the Initial Margin requirements within the Collateral Management process;
- Take part in the enhancement of the monthly portfolio reconciliation process;
- Respect of deadlines agreed with each counterparty (mainly CSA and GMRA contracts).