Market Risk Analyst

Permanent contract|Hong Kong|Risks

Market Risk Analyst

Hong Kong Permanent contract Risks

Responsibilities

The Risk Analyst focuses on equity derivatives or fixed income activity, and its production, analysis, comments and diffusion of the official economic P&L and market risk metrics. MMG is the main point of contact of Development & Financial Division (DFIN) & Front Office (FO) management. It is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk.

PnL Certification
•    Produce independently and certify the daily and monthly economic results to FO, MMG management and CIB/Group management
•    Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MMG and Group Risk Management Division
•    Certify the official market parameters used for the calculation of daily PnL
•    Validate and publish the official economic results in D+1 to management

Market Risk Certification
•    Produce, certify and monitor the official market risk metrics (VaR, STT, Consumptions) as specified by market risk analysts
•    Provide analysis and explanations on the market risk metrics. Follow-up of local requests (e.g. regulatory reporting)
•    Facilitate FO on risk monitoring – i.e. providing daily and ad-hoc risk analysis reporting support

Trading Desk Monitoring
•    Day-to-day interaction with FO and conduct independent analysis of the trading desk’s position
•    Prepare regular reports to visualize the risk profile
•    Provide ad-hoc analysis on capital market events and the associated impact to the desks
•    Establish dashboards for performance and risk monitoring to encourage risk analytic
•    Reporting to the senior management

Projects  
•    Independently manage, deliver, execute projects
•    Participation in transversal projects, as and when requested by management
•    Participate to on-going improvement in the processes

Profile required

•    Top-level school, major in Risk Management, Finance or Engineering. 
•    Understanding of pricing model and risk metrics definition for fixed income products. 
•    Understanding of capital market, and in particular the strategies and products
•    Confident in handling numeric analysis and be detail oriented. 
•    Strong knowledge and experience on VBA is mandatory. Knowing Python is a plus. 
•    Fluent English is compulsory
•    Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player
•    Good communication, and organizational skills and inovative. 

Behavioral Skills

  • Commitment - Sustainability: I develop my team
  • Responsibility - Performance: I strive to generate high individual and collective performance
  • Innovation - Technology: I take new  technologies into account in my activities
  • Innovation - Thinking out of the box/Creativity: I encourage and demonstrate positive out of the box thinking
  • Team Spirit - Open mindset/Respect: I listen and share my views and my expertise in an open mode
  • Client - Risk: I strive to satisfy clients/internal partners while taking into account risks for the company

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 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

Overview
Société Générale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth. SGCIB is the Corporate and Investment Banking arm of Société Générale Group. Present in over 50 countries across Europe, Americas and Asia, SGCIB provides corporate, financial institutions, investors and public-sector clients with value-added integrated financial solutions. Within the Market Risk department in Asia, Market/Metrics Monitoring Group (MMG) team’s major missions are to independently monitor the capital markets activities, to support the development of the business and to meet the regulatory challenges of tomorrow
Metrics Monitoring Group primary mission is to produce, analyze, certify and monitor financial and risk metrics of the Global Markets (MARK) activities. The activities covered by MMG include Equities & Derivatives, Fixed Income & Currencies, Commodities (CTY), and Prime Services (PRM)
Scope
MMG oversees indicators production and certification, business project operational implementation (including FRTB), and exposure follow-up by trading desk on MARK business lines:
•   MMG/FIC on FIC and CTY perimeters, as well as SG entities which are not in the wholesale perimeter, mainly on FIC underlying
•   MMG/EQY on EQD and MGT perimeter

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: 22000MM4
Entity: Societe Generale Hong Kong Branch
Starting date: 2022/10/01
Publication date: 2022/07/26
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