Market Risk & Trading Analyst - Equity Derivatives


 New York - United States, United States       Permanent contract        Research

Responsibilities

THE RESPONSIBILITIES INCLUDE:

  • Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies;
  • Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Repo, Forex etc);
  • Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk;
  • Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;
  • Liaison with other departments to work on transversal and regulatory projects;
  • Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python) for macros and IT department teams for the global industrialized tools;
  • Creation of daily and weekly Dashboards in order to better monitor the trading activity;


All our positions are open to people with disabilities

Profile Required

Competencies Required

  • Strong interpersonal skills
  • Handle various ad-hoc requests
  • Prone to take initiatives
  • Reactive, detail-oriented, driven to work in fast learning environment
  • Solid verbal and written communication skills
  • Ability to prioritize and work in a dynamic, deadline-focused environment
  • Self-motivated and proactive
  • Willingness & a strong desire to learn

Required Skills

  • Knowledge of Financial Market instruments
  • Strong analytical and mathematical skills
  • Proficient VBA/SQL programming

Desired Skills

  • Python programming language.
  • Experience in a financial industry company with good knowledge of Fixed Income or Equity risk and P&L metrics.

Education

  • Master in Financial Engineering or Finance

Business Insight

MMG – Market Analysts & Certification Community - OVERVIEW

Within Société Générale Corporate and Investment Banking, MMG's major missions are to meet the regulatory challenges of tomorrow, to support the development of the business lines and to enable the Group to meet its ambitions in terms of client satisfaction and efficiency, while measuring and monitoring the risks. Ultimately, our task is to ensure that the Front Office and Finance departments are able to carry out their respective roles within a carefully-controlled risk and cost management structure. MMG works closely with other teams within Risk Market Activities and with other departments within RISQ.


When you join MMG, you are joining a team of very diverse people who are driven by excellence and whose recognized expertise is dedicated to always better serve our clients. You will be located on the trading floor having daily interactions with Front Officers and Risk Officers with exposure to senior management in New York and Paris.

MMG MISSION STATEMENTS

Within MMG, you will perform a wide variety of missions including:

  • Production, analysis, certification, consolidation and reporting of all financial data, and production of risk and regulatory indicators of market and brokerage activities for MMG partners and stakeholders including but not limited to P&L, P&L attribution, VaR, Stressed VaR, Market and Credit Stress Tests, Market Risk sensitivities, Counterparty Risk monitoring, etc.  
  • Support of Business Lines, Risk and Finance departments on regular reports and ad hoc requests
  • Control and monitoring of risk limits (market and counterparty) and follow up on breaches
  • Definition and implementation of a control framework aiming to secure the production and certification processes
  • Maintenance and quality controls of market data related to all businesses
  • Contribution to the definition of Information System strategies and lead initiatives related to organization and process development

CAREER DEVELOPMENT

MMG seeks to develop the expertise and skill set of each and every one of its employees. Our recognized technical knowledge and capacity for analysis enables us to bring real and lasting value for our business line partners. Moreover, MMG is looking for people who have a variety of strengths and passions, and offers a place to design, propose, create, and implement revolutionary business solutions for our clients.



Job code: 19000NLH
Business unit: SG Americas Securities
Starting date: 14/10/2019
Date of publication: 05/09/2019
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Market Risk & Trading Analyst - Equity Derivatives

Permanent contract   |   New York - United States   |   Research