Market and Counterparty Risk Analyst

Permanent contract|Hong Kong|Risks

Market and Counterparty Risk 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. The principal missions of the position would consist of:

1)    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 
2)    Providing consolidated PnL reporting and explanation to senior management
3)    Coverage within the region on global XBC process including market risk, counterparty credit risk, country risk, XVA, CSA-related subjects, collateral dispute, RWA, Margining, and PNL
4)    Contribute to the Asian CCR value chain

Profile required

1.    University degree or equivalent, preferably in Finance, Risk management, Engineering or mathematics
2.    Understanding of market and counterparty risk and credit valuation adjustment
3.    Understanding of global market activities and OTC derivatives
4.    Enterprising, curious, pro-active, rigorous, team spirit
5.    Minimum of 2 years experience on Risk topics
6.    Good communication and organizational skills
7.    Fluent English compulsory and French is a plus 
8.    Strong Excel skill required and Python programming skill preferred
9.    Knowledge of regulatory requirements is a plus 

Business insight

Company Description
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 133,000 employees based in 61 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.

Department Description

The Risk department at SGCIB Hong Kong is looking for a candidate to join the Metrics & Consolidation (XBC) team under RISKS ON MARKET ACTIVITIES AND ALM (RMA). An ideal candidate should have good understanding of risk and of OTC derivatives. Knowledge of or experience with derivatives pricing and risk metric regulatory methodologies will be a plus.

As a transversal team, XBC is in charge of production and certification of various metrics including market risk, VAR back-testing, counterparty credit risk, credit valuation adjustment, margining and Risk Weighted Asset. XBC team in APAC region has a double-objective of taking part in certification on global metrics and supporting directly the Chief Risk Officers (CROs) across the region.

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: 21000XWS
Entity: Societe Generale Hong Kong Branch
Starting date: 2022/03/03
Publication date: 2021/11/15
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