Market Risk Manager – Paris

About the role

As a Market Risk Manager for ANZ Europe S.A. in Paris, you will provide independent oversight of both traded and non‑traded market risks. You will work closely with Treasury, Balance Sheet Management, Markets, Finance and Risk teams to ensure that risk exposures are identified, measured, monitored and managed in line with the bank’s appetite and regulatory requirements.

Key responsibilities

• Oversee market risks arising from banking‑book and trading‑book activities, including interest‑rate, liquidity, foreign‑exchange and multi‑asset‑class risks.
• Act as the primary risk partner for Treasury and Balance Sheet Management, reviewing interest‑rate risk in the banking book (IRRBB) and non‑traded FX risk.
• Monitor and challenge risk metrics such as VaR, stress‑testing results, limits and P&L attribution.
• Support new product approvals, business initiatives and strategic change projects.
• Contribute to regulatory deliverables including ILAAP, ICAAP, recovery planning and internal capital assessments.
• Ensure market‑risk policies, limits and governance frameworks remain effective and fit‑for‑purpose.

Required profile

• Proven experience in market‑risk management within a banking or financial‑services environment.
• Strong understanding of IRRBB, liquidity risk, FX risk and the mechanics of trading‑book risk.
• Ability to work with senior stakeholders and influence risk‑governance processes.
• Knowledge of regulatory frameworks such as ILAAP and ICAAP.

Required skills

What we offer

• Opportunity to work in a leading international bank with a focus on sustainable growth.
• Collaborative environment with exposure to senior business partners.
• Career development and technical expertise building in market‑risk and treasury functions.