Expert - Market Risk

Permanent contract|Bangalore|Market Finance

Expert - Market Risk

Bangalore, India Permanent contract Market Finance


Experience in Market risk 
Good understanding of Financial products - Options and Payoffs - Calls, Puts and Digitals, FX, Stocks, Bonds, Mutual funds, VaR/Stress test/back testing

BDOTC / Galaxy process 
Administration of the risk factors and stress shocks database:
- Ensure the consistency of the stress tests scenarios
- Input the new stress scenarios defined by RISQ teams
- Level 2 validation of the risk factors levels

Back-testing process:(Techno Functional)

Responsible of the VAR backtesting:
- Backtesting
- Follow-up and concatenation of the breaches explanations, VaR Modelling teams and analysts
- Follow-up of the technical and functional evolutions impacting VaR and PnL
- Improve and optimize backtesting tools

VAR / Stressed VaR:

Responsible of VaR and Stressed VaR:
- Production and level 2 certification of VAR and Stressed VaR (Validation of risk figures, investigation and explanation of variations impacting upper consolidation levels or limits, reporting of levels and excesses on perimeters)
- Validation and reporting of the analytical structure on SG Worldwide activities to our clients

Profile required

1. Preferably post graduate in Finance & Banking
2. Minimum 2 to 7 years of experience in Valuation / Product control or any other similar roles.
3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options
4. Knowledge of ISDA/CSA
5. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment
6. Good Excel skill

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

At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA.
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!
Still hesitating?
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

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: 210008L2
Entity: SG Global Solution Centre
Starting date: 2021/06/28
Publication date: 2021/04/22