Cross Asset Market and Counterparty Credit Risk Analyst

Permanent contract|Hong Kong|Risks

Cross Asset Market and Counterparty Credit Risk Analyst

Hong Kong, Hong Kong Permanent contract Risks

Responsibilities

  • Conduct 2nd-level analyses of Counterparty risk exposures, and incorporate a cross-view of risk types
  • Design, coordinate and circulate management tools
  • Conduct specific studies to inform the bank’s management on high-impact topics
  • Shaping the agenda for the Asia or global RISQ Committee including comprehensive assessments and proposals to enable strategic, effective and timely decisions by senior management
  • Management of ASIA Committee and working groups on limits, risk metrics and stress testing, and other cross-asset topics ensuring consistent guidance to all asset classes
  • Actively contributes to key transversal topics such as income attribution, independent price verification, VaR Back-testing summaries and trouble-shooting 
  • Coordinates and ensures homogeneity between Paris and local approaches, while understanding Asia risk governance.
  • Develops understanding of main metrics to be able to report on key, high-level synthetic summaries to be included in committee’s support, as well as developing additional supporting documents based on management request. 
  • Develops in-depth understanding of risk-setting process, RENTD and Volcker metrics, Stress Testing (Hypothetical and Adverse Scenarios)
  • The incumbent should develop a strong network and knowledge of how risks are managed globally within SG and understand how key risks faced in ASIA are situated in the context of the bank’s global business
  • Second level follow up on market and counterparty risk exposure, specific, crossed risk studies on market and CCR exposure
  • Design, coordination and preparation of reportings for the executive management& the CRO


Profile required

  • Top-level school, major in Finance or Engineering
  • Previous experience in  Counterparty and credit risk management
  • Good knowledge of Counterparty and credit risk management
  • Understanding of capital market, and in particular the strategies and products
  • Understanding of valuation and risk of Equity, Fixed Income and derivatives products 
  • Fluent English compulsory
  • Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player
  • Good communication and organizational skills.

BEHAVIORAL SKILLS

  • Responsibility - Performance: I strive for high performance
  • Responsibility - Risk awareness: I am constantly on the lookout for risks 
  • Commitment - Exemplarity: I embody the Group’s values 
  • Team Spirit - Collective mindset: I favour the team’s interest over my own results
  • Innovation - Technology: I adopt new  technologies in the solutions and projects I work on
  • Commitment - Sustainability: I strive to develop my skills and knowledge

Business insight

Company Description
Societe Generale is one of the leading European financial services groups. Founded in 1864, we have been playing a vital role in the economy for over 150 years. With more than 133,000 employees based in 61 countries worldwide, we accompany 32 million clients throughout the world on a daily basis. Based on a diversified universal banking model, the Group combines financial strength with a strategy of sustainable growth.

ASIA-PACIFIC (ASIA), as one of the Business Units of Societe Generale, operates in 12 locations across the Asia Pacific region, employing over 2,500 employees with the regional headquarter located in Hong Kong. Our activities here are centered on Societe Generale's Global Banking & Investor Solutions pole (GBIS), a major growth engine for the Group and a key pillar of Societe Generale's universal banking model. Our expertise in Asia Pacific ranges from Corporate & Investment Banking (Advisory, Financing and Global Markets) to Asset Management, Global Transaction Banking and specialised financial services like Equipment & Vendor Finance and Vehicle Leasing & Fleet Management. In addition, Societe Generale's Global Solution Centre (SGGSC) in Bangalore and Chennai offers customised business solutions to the Societe Generale Group globally including ASIA.

Department Description

The market risk team for the ASIA region is part of the ASIA Risk division: RISQ/ASI and the Global Risks on market activities team: RISQ/RMA, headquartered in Paris. All strategic decisions are made with the full cooperation of both teams RISQ/ASI and RISQ/RMA, and adhere to Directive 36 Appendix 3 on Market, Liquidity and Structural Risks. The Market Risk department oversights for the ASIA CRO and SG Group Risk Division Market and Counterparty Credit risk in ASIA region
RISQ/RMA ensure a support function within Metrics Monitoring Group (MMG) department. Its primary mission is to produce, analyze, certify and monitor financial and risk metrics of the global market activities

The Cross-Asset Risk officer manages for the Market and Counterparty credit risk department in Asia the transversal and/or multi-asset analysis. The scope covers the combined Asia operations, and all operations originated in ASIA. that are conducted within the GBIS business line and whose risks are managed and monitored in ASIA.

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, 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: 230001LC
Entity: Societe Generale Hong Kong Branch
Starting date: 2023/05/03
Publication date: 2023/01/18
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