Counterparty Risk Analyst

Permanent contract|Bangalore|Banking Operations

Counterparty Risk Analyst

Bangalore, India Permanent contract Banking Operations

Responsibilities

Counterparty Risk Analysis

  • Pay-off analysis of financial derivatives on various underlying asset
  • Document and provide commentary on the analysis performed.
  • Respond to Sales requests or any other related queries

Credit risk metrics computation

  • Compute and certify metrics such as CVaR, Loan-to-Value.
  • Document and provide commentary on the metrics to relevant stakeholders.
  • Respond to Risk Managers or Front-Officers requests and queries.

Reporting & Controls

  • Various reporting of Asset and Pay-off analysis to the client and internal partners.

Continuous improvement

  • Support potential system information upgrades or business evolution
  • Document and update operational procedures

Profile required

  • Background in a quantitative role within risk management across asset classes i.e., equities/ rates/ fx/ credit in a financial institution.


  • Excellent knowledge and understanding of a wide variety of exotic derivatives structures and their payoff.


  • Close to 5 yrs of overall experience in derivatives pricing, market risk and counterparty credit risk assessment.


  • Proficiency in MS Excel is a must. Knowledge of VBA, computing and scripting languages (Python, R..) is desirable.

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

Société Générale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Société Générale (SG). Our role and purpose are to enable the strategic vision of Société Générale

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 Société Générale’s business lines around the world.

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.

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: 20000OTG
Entity: SG Global Solution Centre
Starting date: 2021/02/11
Publication date: 2020/11/12
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