Analyst-Risk

Permanent contract|Bangalore|Market Finance

Analyst-Risk

Bangalore, India Permanent contract Market Finance

Responsibilities

"Experience in P&L and Market risk 
Good understanding of Financial products - Options and Payoffs - Calls, Puts and Digitals, FX, Stocks, Bonds, Mutual funds, VaR/Stressed VaR/Stress test/Backtesting

P&L commentaries and analysis:
- Analyzing P&L for at various entity level for both FIC and EQD asset classes and providing commentaries accordingly
- Producing various KPIs related to P&L certification activities and presenting it to management
- Producing weekly and monthly P&L reports at various levels with detailed move analysis

Back-testing process:
Responsible of the VAR backtesting:
- Backtesting
- Follow-up and concatenation of the breaches explanations, VaR Modelling teams and analysts
- Follow-up of the technical and functional evolutions impacting VaR and PnL
- Improve and optimize backtesting tools

VAR / Stressed VaR:
Responsible of VaR and Stressed VaR:
- Production and level 2 certification of VAR and Stressed VaR (Validation of risk figures, investigation and explanation of variations impacting upper consolidation levels or limits, reporting of levels and excesses on perimeters)"

Profile required

1. Preferably post graduate in Finance & Banking
2. Minimum 2 to 5 years of experience in Valuation / Product control or any other similar roles.
3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options
4. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment
5. Good Excel skill

Why join us

“We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”.
 

Business insight

Societe Generale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Societe Generale (SG), Our role and purpose is to enable the strategic vision of Societe Generale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation & Artificial Intelligence, and applying it to banking.

SG Global Solution Centre provides services in the areas of Application Development and Maintenance, Infrastructure Management, Business Process Management, and Knowledge Process Management, to Societe Generale's business lines around the world.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 20000SH6
Entity: SG Global Solution Centre
Starting date: 2021/04/08
Publication date: 2021/01/06
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