Market Activity Analyst

Permanent contract|Hong Kong|Risks

Market Activity Analyst

Hong Kong, Hong Kong Permanent contract Risks

Responsibilities

The role requires close co-operation with worldwide RISQ teams and various departments in the region. This role is to supervise a team with the following principal missions:

  • Risk metrics monitoring and certification to suit the needs within the local regulatory context in Asia. Provide coverage and governance around local specific risk certification process under RMA responsibility
  • Enhancing coverage within the region on global Risk process including market risk, counterparty risk, XVA, CSA related subjects, collateral dispute, RWA, Margining and PNL
  • New Product Committee and Transversal Project coordination for RISQ department
  • IM certification
  • Other regulatory topics as required

Profile required

  • 3 years’ experience in a similar function;
  • Good communication and organizational skills;
  • Good knowledge of market and counterparty risk;
  • Good knowledge of global market activities and OTC derivatives valuation;
  • Knowledge of regulatory requirements, particularly with respect to risk controls and risk metrics;
  • Enterprising, curious, pro-active, rigorous, team spirit;
  • University degree or equivalent, preferably in Finance, Risk management, Engineering or mathematics;
  • Fluent English compulsory

Behavioral Skills

  • Team Spirit - Synergies: I make cooperation with colleagues in and outside my team a priority
  • Team Spirit - Collective mindset: I favour the team’s interest over my own results
  • Innovation - Thinking out of the box/Creativity: I propose new ideas and solutions
  • Innovation - Simplification: I make things & ideas simple 
  • Responsibility - Risk awareness: I am constantly on the lookout for risks 
  • Responsibility - Performance: I strive for high performance

Business insight

Societe Generale is one of the leading European financial services groups. Founded in 1864, we have been playing a vital role in the economy for over 150 years. With more than 148,000 employees based in 76 countries worldwide, we accompany 32 million clients throughout the world on a daily basis. Based on a diversified universal banking model, the Group combines financial strength with a strategy of sustainable growth.

ASIA-PACIFIC (ASIA), as one of the Business Units of Societe Generale, operates in 12 locations across the Asia Pacific region, employing over 2,500 employees with the regional headquarter located in Hong Kong. Our activities here are centered on Societe Generale's Global Banking & Investor Solutions pole (GBIS), a major growth engine for the Group and a key pillar of Societe Generale's universal banking model. Our expertise in Asia Pacific ranges from Corporate & Investment Banking (Advisory, Financing and Global Markets) to Asset Management, Global Transaction Banking and specialised financial services like Equipment & Vendor Finance and Vehicle Leasing & Fleet Management. In addition, Societe Generale's Global Solution Centre (SGGSC) in Bangalore and Chennai offers customised business solutions to the Societe Generale Group globally including ASIA.

The Risk department at SGCIB Hong Kong is looking for a candidate to join the Metrics & Consolidation (XBC) team under RISKS ON MARKET ACTIVITIES (RMA). The team is a transversal team, responsible for metrics at the Entity and Asia level.
 
As a transversal team, XBC oversees the production and certification of various metrics including market risk, counterparty credit risk, VAR back-testing, credit valuation adjustment, margining and Risk Weighted Asset. XBC team in APAC region has a triple-objective of taking part in certification on global metrics, ensuring the curve management function and supporting directly the Chief Risk Officers (CROs) across the region. Department: Risk, Hong Kong

Department Description

The RISK department at SG Hong Kong is looking for an intern to join the Metrics & Consolidation (XBC) team under RISKS ON MARKET ACTIVITIES AND ALM (RMA). An ideal candidate should have good understanding of different derivatives and the underlying risk. Knowledge of or experience with VBA coding and international regulations will be a plus.

  • The Cross Business Consolidation Team mandate mainly consists of the following:
  • Market Risk and Counterparty Credit Risk Certification
  • Initial Margin Certification
  • PnL Certification
  • Projects 

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: 22000N53
Entity: Societe Generale Hong Kong Branch
Starting date: 2022/09/01
Publication date: 2022/08/02
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