Counterparty Risk Analyst

Permanent contract|Bangalore|Banking Operations

Counterparty Risk Analyst

Bangalore, India Permanent contract Banking Operations


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

A 100% owned subsidiary of European banking and financial services major Societe Generale (SG), Societe Generale Global Solution Centre (SG GSC) came into existence in 2000. Established as an offshore development centre in Bangalore, also having a presence in Chennai, SG GSC has 15 years of sustainable delivery expertise to its credit, and develops global best practices to promote the strategic objectives of the Societe Generale Group.

SG GSC possesses in-depth understanding of the business processes and cutting-edge technologies across domains of Societe Generale’s diverse portfolio. We deliver best-in-class solutions to the Group’s entities in the realm of corporate and investment banking, retail banking, specialized financing and insurance, private banking, and global investment management and services.

We place the highest importance on our employees and provide extensive opportunities for career progression and development. SG GSC conforms to the group diversity principles, and has a multi-cultural staff representing seven nationalities, and speaking 20 languages. Women comprise 25% of our workforce.

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: 20000P70
Entity: SG Global Solution Centre
Starting date: 2021/02/11
Publication date: 2020/11/18