Equity Market Analysis & Certification

Permanent contract|New York|Risks

Equity Market Analysis & Certification

New York, United States Permanent contract Risks

Responsibilities

  • Working closely with the trading teams to develop a deep knowledge of their business and clients;
  • Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc);
  • Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
  • Contribute to the backtesting of the VaR;
  • Specific analysis to explain risk exposure and/or business performance to our different partners
  • Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;
  • Reconciliation of month end Economic P&L to the general ledger;
  • Liaison with other departments to work on transversal and regulatory projects;
  • Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
  • Creation of daily and weekly Dashboards in order to better monitor the trading activity;

Profile required

Competencies:

  • Strong interpersonal skills
  • Handle various ad-hoc requests
  • Prone to take initiatives
  • Reactive, detail-oriented, driven to work in a fast learning environment
  • Solid verbal and written communication skills
  • Ability to prioritize and work in a dynamic, deadline-focused environment
  • Self-motivated and proactive
  •  Willingness & a strong desire to learn

Technical skills

  • Knowledge of Equity derivative instruments
  • Strong analytical and mathematical skills
  • Proficient VBA/SQL programming
  • Knowledge of volatility instruments would be a plus
  • Python programming language.
  • Experience in a financial industry company with good knowledge of Equity risk and  P&L metrics.

Business insight

Metrics Monitoring Group is providing financial analysis and reporting to the different partners and stakeholders: Finance, Front-Office and Risk Management divisions.

The position is an integral part of the support team MMG, dedicated to the Equity Derivatives business line of MARK (Global Markets) at SG Americas offices in New York City. The main missions of the team are to:

  • Produce, certify and publish the risk and P&L metrics of the trading desk;
  • Help traders understand and manage their positions and risks through various reports and analysis;
  • Be a major contributor to the different regulatory projects that impact the bank

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: 21000OR1
Entity: SG AMERICAS OPERATIONAL SECURITIES
Starting date: 2021/12/13
Publication date: 2021/11/09
Share