Fixed Income Market Analysis & Certification

 New York, United States       Permanent contract        Risks

Responsibilities

The MMG Group is searching for a Market & Certification Analyst.

The traded financial instruments include bonds, ETF, Indexes and Fixed Income products such as forex, Options, , Swaps, CDS, Currency transactions and structured products. 

The responsibilities include:

  • 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
  • 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

Technical Skills:         

Required:

  • Knowledge of Fixed Income instruments
  • Strong analytical and mathematical skills
  • Proficient VBA/SQL programming
  • Python programming

Competencies:

Required: 

  • 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

Experience Needed:

Desired / Plus:

  • Experience in a financial industry company

Educational Requirements:

Required:

  • Master in Financial Engineering or Finance

Languages: (Other than English)

Required:

Fluent English


Desired/ Plus:

French


Data-driven Risk Management: 

For investment banks, utilizing data for risk management decision making has never been more important than now. RISQ Employees should have a fundamental understanding of how risk management is evolving with the use of data, especially in roles where traditionally there was less emphasize on data analysis.

  • Proficient with MS Office suite, particularly strong proficiency with Excel
  • Working knowledge of a business intelligence tool is a plus (Power BI, Tableau etc.)
  • Basic understanding of a scripting language (Python and/or R) is a plus
    • For certain positions related to Market Risk, a basic understanding of a scripting language (Python, R, Java, Matlab, etc.) is required
  • Functional knowledge of relational databases & SQL, and APIs, experience is a plus


Risk Management

Employees should understand the institution’s approach to risk management and their respective roles in supporting a strong risk culture, as outlined in the SGUS Operations Enterprise Risk Management Framework.


Our Culture 

At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities and the world in which we live, because relationships are at the heart of how we operate.




 





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 Fixed Income 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.

The position is located on the trading floor


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.

Job code: 200008MW
Business unit: SG AMERICAS OPERATIONAL SECURITIES
Starting date: 22/06/2020
Date of publication: 13/05/2020
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Fixed Income Market Analysis & Certification

Permanent contract   |   New York   |   Risks