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Securitization Analyst, CP Trader

Crédit Agricole Corporate and Investment Bank
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Summary

Commercial paper trading and investor marketing support for ABCP conduit management activity within the GMD Securitization front office platform. Arrange daily commercial paper placement for ABCP commercial paper conduits. Maintain compliance and reporting databases for ALM and Market Risk departments; prepare asset forecasts, LCR projections, and periodic CP trading performance reports. Prepare investor marketing, Liquidity Committee, and ad hoc management presentations and analyses.

 

 

Key Responsibilities

Arrange CP trading positioning and placement with dealers and FX hedging execution with swap counterparty

Record transactions in FO CP trading system

Maintain CP trading compliance database, risk retention monitoring

Prepare prospectus supplement documentation for structured CP trades

Maintain LCR footprint projections and compliance reporting

Prepare client cost of funds monthly data set

Monitor securitization regulatory developments

Prepare weekly ALM liquidity data reporting

Act as liaison to various internal middle office constituencies and support functions, Treasury, and vendors

Prepare monthly LIBOR spread reporting

Investor marketing and Liquidity Committee presentations

Excel financial models and PowerPoint management presentations

Special projects for GMD Securitization management


Management and Reporting

Reports to Vice President - Conduit Funding and Investor Marketing

 


Risks

Maintain overall CP issuance controls and compliance (maximum CP maturities, liquidity limits and expiration, etc.).

Ensure FX and interest rate risk is appropriately hedged and settled with derivatives execution.

 

Counterparties and Clients

Develop and maintain relationships with dealers and investors in supporting role.


Communication

Attend and represent the firm in internal staff meetings with securitization teams, participate in securitization industry conferences.

PREFERRED QUALIFICATIONS
  • University degree with concentration in Finance or Business
  • Experience in banking and capital markets funding/execution environment
  • Team spirit and ability to work in an international environment.
  • Strong quantitative and analytical skills
  • Strong competence in Excel, Powerpoint, capital markets transaction systems
  • Series 7 or ability to obtain.
  • Good communication and presentation skills.