The bank for a changing world

We are looking for

Vice President Production, Analytics & Standards – Metrics and Monitoring - ALMT

Apply REF: ALM-290719-001-IK

MISSION AND OBJECTIVES

ALM Treasury is a Transversal Activity within BNP Paribas Group. ALM Treasury has three operational responsibilities and two prudential mandates. The three operational responsibilities are the management of the Group's liquidity position, the management of the interest rate risk in the banking book (IRRBB) and the management of the foreign exchange risks. The prudential mandates refer to the liquidity risks linked to the Group’s profile and geographical presence, for which ALM Treasury exercises a responsibility similar to a Group function. ALM Treasury’s mandates consist in assessing the liquidity risks of the Group and protecting the Group’s signature.

ALM Treasury North America (ALMT NA) oversees the Combined US Operations (CUSO) and the Canadian activities of BNP Paribas Group. The CUSO of BNP Paribas includes the US branches and the Intermediate Holding Company of the Group (and its subsidiaries).

The Metrics and Monitoring Actuals team
Within ALMT NA, the Metrics and Monitoring Actuals is a newly created team in Montreal. The team has the main responsibilities of producing reports, forecasts, evolution reviews and actuals metrics to support analytics, strategy, steering and front office to perform their missions. The team’s production can serve both internal and regulatory needs and encompass the following key metrics and report:
• Balance Sheets
• Internal liquidity Stress Tests
• LCR
• Intraday liquidity
• Cash Flow Forecasting
• Collateral monitoring
• Contingency Funding Plan Early Warning Indicators
• Risk Appetite Statements on liquidity risk
• Other Management Reports (Funding Initiatives, CIB Corporate ALMT, Marketing etc.)

Production, Analytics & Standards – Metrics and Monitoring (actuals):
Within ALMT NA the Metrics and Monitoring (actuals) production team is in charge of:
• Producing reports on actuals metrics to support analytics, strategy and front office to perform their missions
• Producing and analyzing metrics on risks managed by ALMT NA, both for internal purpose or regulatory needs
• Monitor short term evolution of metrics (forecast for month end)
• Liaise with referential and data management teams to address issues in referential systems (counterparty and security)
• Manage metrics and monitoring (actuals) team
• Partake in testing of new reports and infrastructure’s enhancements (Internal Liquidity Stress Test automation…)
• Contributing to the relationship with supervisors (recurring meetings and audits)
• Contributing to ALMT NA Strategy & Steering team requirements
• Contributing for North America to Group wide ALM Treasury reports and analysis (economic liquidity gap…)

Key North America reports and metrics produced and monitored by the Metrics and Monitoring (actuals) team
• Balance Sheets
• Internal liquidity Stress Tests
• LCR
• Intraday liquidity
• Cash Flow Forecasting
• Collateral monitoring
• Contingency Funding Plan Early Warning Indicators
• Risk Appetite Statements on liquidity risk
• Other MIS Reports (Funding Initiatives, CIB Corporate ALMT, Marketing etc.)

MAIN RESPONSIBILITIES

Assisting the Head of the Metrics and Monitoring Actuals team, the candidate to the VP position will be a key contributor to the success of the team by fulfilling the following responsibilities:
• Producing, monitoring and analytical review on variations of the metrics described above
• Production of ad-hoc highly visible documents for supervisors, risk function and internal audits
• Contributing to the relationship with supervisors (recurring meetings and audits)
• Preparation various management forum materials
• Developing a strong relationship with key stakeholders
• Support the Head of the Metrics and Monitoring Actuals team in managing the team’s personnel
• Contributing to ALMT NA Strategy & Steering team requirements
• Contributing for North America to Group wide ALM Treasury reports and analysis
• Partake in testing of new reports and infrastructure’s enhancements
• Analysis on key metrics: consistency across North America and scenarios, completeness of balance sheet, comparison with other indicators and Group guidelines, sensitivity to main parameters, performance monitoring
• Support the team to rationalize and optimize the North America deliverables
• Diagnose complex IT issues and redact requirements to fix and improve the liquidity system
• Review the team’s documentations of processes and controls


TRAINING AND OCCUPATIONAL EXPERIENCE

• 5 years’ experience in financial services industry
• Undergraduate degree with an emphasis in finance or economics
• Experience in ALM Treasury, with liquidity metrics or prudential banking regulations framework

Preferred qualifications
• Experience with US regulations
• CFA or CPA designation an advantage
• Knowledge of python language

  

ESSENTIAL SPECIFIC REQUIREMENTS

• Excellent Verbal and written communication skills in both French and English
• Experience in management documents redaction, ability to synthetize complex context
• Strong problem solving skills and ability to teach/share his knowledge
• Excellent knowledge of Microsoft Excel including VBA coding
• Knowledge of the banking products and the balance sheet mechanism
• Understands and navigates in complex IT environment
• Ability to work in team in a fast paced environment
• Availability to travel

A recruitment policy that promotes equity and diversity:

Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.

We pride ourselves in applying non-discrimination rules to all our recruitments.

We will only contact the candidates selected who meet the job requirements in terms of training and experience.

About BNP Paribas

BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 73 countries, with more than 195,000 employees, including more than 148,000 in Europe. The Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporates and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, the Group has four domestic markets (Belgium, France, Italy and Luxembourg) and BNP Paribas Personal Finance is the leader in consumer lending. BNP Paribas is rolling out its integrated retail-banking model in Mediterranean countries, in Turkey, in Eastern Europe and a large network in the western part of the United States. In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.

About BNP Paribas in Canada

In Canada, BNP Paribas is one of the dominant foreign banks in the country and is committed to building its platform even further. Since becoming the operational hub for the Group’s activities in North America in 2013, it has grown significantly to reach more than 700 employees and is expected to continue growing in the coming years. With the continued development of technology and financial fields, BNP Paribas Canada continues to attract experts with diverse backgrounds as well as young and ambitious talent from across the globe. With the international mobility and capacity that very few companies can offer, BNP Paribas prides itself in providing a superior foundation for building a professional career - a place for people to learn, to achieve and grow.

Primary Location: CA-QC-MontréalJob Type: Standard / PermanentJob: COMPLIANCE AND PERMANENT CONTROLEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: At least 5 yearsSchedule: Full-time Behavioural competency: Critical thinkingTransversal competency: Analytical Ability