Market and Counterparty Risk Analyst

Permanent contract|Hong Kong|Risks

Market and Counterparty Risk Analyst

Hong Kong, Hong Kong Permanent contract Risks


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:
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 under RMA responsibility
2)    Enhancing coverage within the region on global Risk process including market risk, counterparty risk, XVA, CSA related subjects, collateral dispute, RWA, Margining and PNL
3)    New Product Committee and Transversal Project coordination for RISQ department
4)    IM certification
5)    Other regulatory topics as required

Profile required

1.    3+-years’ experience in a similar function;
2.    Good communication and organizational skills;
3.    Good knowledge of market and counterparty risk;
4.    Good knowledge of global market activities and OTC derivatives valuation;
5.    Knowledge of regulatory requirements, particularly with respect to risk controls and risk metrics;
6.    Enterprising, curious, pro-active, rigorous, team spirit;
7.    Experience of managing end to end process within Risk department is desirable (e.g. NPC or Project)
8.    University degree or equivalent, preferably in Finance, Risk management, Engineering or mathematics;
9.    Fluent English compulsory

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.

Our expertise in the Asia Pacific region ranges from Corporate & Investment Banking (Advisory, Financing and Global Markets) to Asset Management, Securities Services, Trade Finance and Cash Management Services. Leveraging on our formidable global footprint, we serve corporates, financial institutions and the public sector. With our regional headquarters in Hong Kong, we operate in 11 countries across Asia Pacific, employing over 6,600 employees. You can find us in Beijing, Seoul, Tokyo, Singapore, Mumbai, Sydney and other locations in the region.

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 (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.

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: 22000EYA
Entity: Societe Generale Hong Kong Branch
Starting date: immediate
Publication date: 2022/07/20