Functional Expert Credit Risk

 Bangalore, India       Permanent contract        Risks

Responsibilities

  • Monitoring, Producing, Certification of Credit VAR and other Counterparty Risk metrics majorly for Trading books & reports & monitoring of counterparty limits overshoots, Regulatory Reporting’s, Validating & Back testing EAD (IMM Model) on Daily, Monthly & Quarterly basis.
  • Recalibration of relevant & updated Market factors for Simulation.
  • Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements.
  • Work closely with Sales/Trader/RISQ to have a CVaR Certification
  • Assist in development to maintain and enhance the existing process and procedures and guidelines
  • Analyze & certify the limits under overshoot by checking Credit work flow been respected prior to trade with the counterparties and challenge for Evidence if required.

Back testing to prove MTM & MTF arrived by the RISQ tools is as expected by benchmarking against BO & FO tools for spot & future time buckets, requiring to have strong product, Model & Risk Knowledge across different asset class and developing strong understanding of Front Office & back office tools

Profile Required

Knowledge & Experience

- 5 -- 8 years of experience in Product control, Counterparty Credit Risk & Collateral & CSA Management Teams.

- Experience in certifying & Reporting Metrics like EAD, PFE, CVAr, PNLs

- Excellent  in Communication, Articulation, Listening, Good Liaising Skills  
- Bachelor’s degree.

- Perusing FRM or CFA.

- Good Product Knowledge across all Asset classes, Good model & RISK knowledge.
- Relevant Industry Experience in Product Control CounterParty Credit Risk, Collatral & CSA.

- Good understanding of FO & BO Tools.

- Technical Skills – good working Knowledge of Python, VBA, SQL


Skills:
- High level of Integrity
- attention to detail, Proactive

- Strong liaising skills, be able to provide solutions, Flexible.
- Knowledge of Microsoft office applications

- Good in Mathematics & numbers.
- Strong interpersonal skills and clear verbal & written communication skills

- Confident & assertive & Mature in character

- A good team player, with excellent communication skills and a strong work ethic

- Problem solving skills and an innovative & Solution oriented approach & mindset.

- Ability to manage multiple tasks and meet assigned deadlines.
- Within the team share ideas / accomplishments, to show solidarity, active participation in the life of the team         (including teams points)

-Serve as back up to other members of the group

 

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

The RISQ group supports the RMA business lines within SGCIB and XRP CRE is accountable and responsible as Counter Party Credit Risk Team and mainly responsible for Economic (Desk) & Regulatory metrics, Reports & controls related to Counterparty Exposures, Limits, EAD.

About RMA/MMG/XRP: -   Contributes its Operational activities under departments like Counterparty Credit Risk, Risk and Regulatory monitoring, RIS Referential, New Edge PnL Certification.

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: 20000L8R
Business unit: SG Global Solution Centre
Starting date: 15/12/2020
Date of publication: 01/10/2020
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Functional Expert Credit Risk

Permanent contract   |   Bangalore   |   Risks