Prior Work Experience
Société Générale’s Risks on Market Activities and Liquidity Management, or RMA, is responsible for independently overseeing market risk activities across all relevant scope areas of SGUS and ensuring that market risk exposures are managed effectively by defining key risk assessment and stress testing methodologies. RMA also conducts development of certain capital and economic models, such as Value-at-Risk models.
In addition, RMA is responsible for producing, certifying and reporting market activities metrics. Under RMA, the Metrics Monitoring Group(MMG) production and certification unit produces, certifies, consolidates and reports all market activities metrics (including regulatory metrics). Its core responsibilities focus on P&L, Income Attribution, Market and Counterparty Credit risk analysis as well as controlling and monitoring risk limits and follow-up on breaches. MMG is also responsible to design and implement target processes to face business and regulatory changes and to ensure proper deployment of digital transformation within RMA processes.