The Risk Analyst focuses on 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) & Business lines (MARK) management. It is also responsible for facilitating trading desks on ad-hoc analysis needs linked to P&L and market risk.
- Produce independently, certify and monitor the daily and monthly economic results to MARK/FIC and RISQ/RMA (and MMG) management
- Provide P&L analysis by risk factors/strategy and comments in interaction with MARK, GBSU, and DFIN and RISQ/RMA/MMGs and Group Risk Management Division
- Validate and publish the official economic results in D+1 to management
Market Risk Certification
- Produce independently, certify and monitor the official market risk metrics (VaR, STT, Risk Consumptions) as framed by market risk officers
- Provide analysis and explanations on the market risk metrics.
- Facilitate MARK on risk monitoring – i.e. providing daily and ad-hoc risk analysis
Trading Desk Monitoring
- Day-to-day interaction with business lines and conduct independent analysis of the trading desk’s position and risk
- 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 analysis
- Escalate abnormal moves and any alerts to management as a first entry point to review and monitor the trading desk activity monitoring
- Participate transversal projects
- Top-level school, major in Risk Management, Engineering or Computer Science (or any relevant course)
- Understanding of pricing model and risk metrics definition for fixed income products
- Understanding of capital market, and in particular the strategies and products is a plus
- Confident in handling numeric analysis and be detail oriented
- Strong knowledge and experience on VBA and Python is mandatory. x
- 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 innovative.
- Commitment - Sustainability: I develop people
- Responsibility - Performance: I generate outstanding individual and collective performance
- Innovation - Thinking out of the box/Creativity: I encourage and demonstrate positive out of the box thinking
- Innovation - Technology: I include technological breakthroughs in the strategies implemented
- Team Spirit - Open mindset/Respect: I listen and share my views and my expertise in an open mode
- Client - Risk/Vigilance: I seek out the greatest benefit for clients/internal partners while ensuring that the Group’s risks are properly managed
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.
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
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.