Responsibilities
Role
Accountabilities
Major Activities
Counterparty Risk Analysis
Financial Product and pay-off analysis of derivatives on various underlying asset
Document and provide commentary on the analysis performed.
Answer to Sales requests or any other queries.
Credit risk metrics computation
Compute and certify metrics such as CVaR, Loan-to-Value.
Document and provide commentary on the figures.
Respond to Risk Managers or Front-Officers requests and queries.
Reporting & Controls
Various reporting of Asset and Pay-off analysis to the client and internal partners.
Continuous improvement
Support potential system information upgrades or business evolution
Document and update operational procedures
Profile required
Requirements
Background
Ø Background in a quantitative role within risk management or valuations across asset classes i.e., equities/ rates/ fx/ credit in a financial institution.
Soft skills
Ø Excellent Communication (oral & written)
Ø Detail Oriented
Ø Leadership
Ø Analytical and synthesis capacity.
Ø Structured approach
Ø Rationality
Ø Pro- activity, commitment
Ø Team spirit.
Technical
Ø Knowledge of exotic derivatives payoffs across asset classes and their embedded risks is a plus.
Ø Good understanding of different measures of Counterparty Credit Risk (C-Var, EEPE, etc)
Ø Hands-on with MS Excel, VBA is a must. Knowledge of Python is a plus
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, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.