Metrics Monitoring Analyst

Permanent contract|Hong Kong|Risks

Metrics Monitoring Analyst

Hong Kong, Hong Kong Permanent contract Risks

Responsibilities

Responsibilities :

PnL Certification

  • Produce independently and certify the daily and monthly economic results to FO, MMG DIR and CIB/Group management
  • Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MMG and RISQ department
  • 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 monitoring of 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 specifities (e.g. regulatory reporting)
  • Facilitate FO on risk monitoring – i.e. providing daily and ad-hoc risk analysis reporting support

Accounting Certification

  • Work closely with the accounting/economic reconciliation team on discrepancies

PnL and Market Risk

  • Production, certification and reporting of main metrics at different levels: 
  • PnL & Income Attribution, Risks metrics (VaR, Stress Test), Market data
  • Perform analysis of the pnl and risk metrics
  • Market risk analysis/limits and follow up
  • Actively manage internal clients’ requests and propose solutions.
  • Actively contributing to IS strategy and project execution
  • Implement and ensure processes are in compliant with audit, compliance, and regulation

Projects

  • Participation in transversal projects, as and when requested by management.
  • Participate to on-going improvement in the processes

Profile required

Profile Requirements:

  • Minimum 2 years of experience in Market Risk monitoring or Product Control
  • Understanding of Exotics products and their pricing models.
  • Good communication skills both verbal and written
  • Programming skills is a plus (vba, python, C#)
  • Fluent in English is mandatory

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 148,000 employees based in 76 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.

Department Description

Metrics Monitoring Group (MMG) 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, as well as the CVA desk

The Risk Analyst focuses on equity derivatives (MMG/EQY), and its production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter. MMG is the main point of contact of Finance and Front Office management and is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk.

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, sexual or 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: 21000IBN
Entity: Societe Generale Hong Kong Branch
Starting date: 2021/07/05
Publication date: 2021/06/07
Share