Financial Mathematics & Derivatives Pricing Model
Proven technical expertise in risk modelling and exotic derivative pricing, gained through effective pricing tools development with either VBA, Excel, Python, C/C++, Matlab, SAS
Strong analytical and mathematical skills
Proficient Python, SQL, other scripting languages a plus
Strong Knowledge of Excel, Power Point, and other MS office applications
Strong quantitative orientation and analytical skills
Highly motivated and fast learning individual
Knowledge of market instruments, risk analysis and methodologies / valuation models of financial products
Curiosity, detail-oriented, autonomous, self-motivation, pro-active
High sense of teamwork: inspire and work well with others; Integrity and responsibility
Problem solving skills to get things done
Ability to work in a challenging fast paced environment
3-5 years of experience with strong understanding in financial products and main counterparty risk metrics
Understanding of the various counterparty credit risk frameworks in place to mitigate risk
Strong knowledge of risk regulatory requirements and concepts
Previous experience in counterparty credit risk monitoring a plus
Desired / Plus: MBA, MS or equivalent
The Global Risk Methodologies risk team (GRM) for the AMER region is part of the US Risk division and part of the global risk on market activities team (RISQ/RMA). The GRM team is responsible to design regulatory and economic models & methodologies in alignment with regulatory requirements and principles.
The Global Risk Methodologies team acts as a designer and owner of the market and counterparty risk models. The team is an expertise center for the market and counterparty risk transversal metrics, both from a regulatory and an economic standpoint. The team is:
At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate.
Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.
Our Diversity & Inclusion Vision:
• Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
• Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents
• Engage our community and marketplace, and position the organization to meet the needs of all its clients
For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)
HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols. Hybrid work arrangements vary based on business area. The applicable Business lines will determine and communicate the work arrangements that best meet their business needs.