Internship – Collateral Management (m/f)

Your next challenge:

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).
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