• 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.
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.
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)
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