Quantitative Analyst M/F - VIE Hong Kong


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Mission

The proposed position shall report to the Asia Risk Chief Officer Coordinator and Enterprise Risk Management in Hong Kong. 

Mains responsibilities are to implement and contribute of the Model risk management framework in Asia Pacific, working closely with stakeholders, business lines, others impacted functions, CROs and MRM team in Paris by:
  • assist to set up the model governance aspects such as: model change management, ongoing monitoring, and model risk assessment;
  • establish Asia framework and associated processes for the model risk model usage (Group and Asia Models);
  • finalized and maintained Asia model risk cartography;
  • coordinating, with MRM team in Paris and relevant teams, the review of the identifies Group models used in Asia, to:
  • ensure theirs use is aligned with the intended purpose
  • identify and review model output production, reporting, and business processes is designed is in line with model usage intention;
  • review the model to ensure that the performance is relevant over time and
  • assist to assess and report model limitations (if any)
  • arrange, with Business Lines, CROs, others function and MRM team in Paris, the review of those identifies Asia models to:
  • ensure theirs review and validation thought the defined model governance
  • assist the assessment of model risk usage and outputs
  • ensure that if any changes are properly capture, reviewed and validated
  • report model limitations (if any)
  • liaising with and support Risk Officers on risk identification and assessment tasks;
  • contributing to presentations to senior management;
  • assisting in maintenance and enhancement of supporting documentation (policies, procedures, methodologies, training materials, etc.).
The VIE assignment in a nutshell

This VIE in Hong Kong is to begin as soon as possible. It will last 12 months (which is renewable).

The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information, please see www.civiweb.com

All our positions are open to people with disabilities

Profile

You are graduated with a Master degree from Engineering or Business School or University with a specialization in Finance/Mathematics/ Statistics/ Quant

Ideally you have past experience in Investment Banking

Experience with various quantitative models in areas of Market Risk, Credit Risk, Operational Risk and PPNR is a plus

Experience in large data management and quantitative analysis is a plus and quantitative programming (e.g. Python, R, C++, SAS, Matlab) is a plus;

You are fluent in English and Chinese and French are a plus

You are proficient in Microsoft Office application (Excel, powerpoint)



Evolution

Your Career Path 

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

All our positions are open to people with disabilities.

Environment

At Société Générale, you will be joining the Risk Division (RISQ) covering Asia- Pacific Region and its Entities. 

The RISQ Division's mission is to contribute to the development of the SG Group's activity by facilitating the objectives of the Business Lines while maintaining independent oversight through risk evaluation and monitoring. 

The RISQ division in Asia Pacific supports all the GBIS activities and Business originated by Asian and Australian Entities. 

RISQ/ASI/CRO is a department in RISQ Asia with a direct reporting line to ASIA CRO. The Department is characterized by its multi-location and multi-cultural teams, by its senior level positioning within the local and regional organization, by its coordination center in Hong Kong. 

The focus of each Entity CRO, and its team, is to ensure that credit, market, liquidity, operational Risk are consistently and comprehensively captured across its supervised Entities in full alignment with Group standards and local regulatory requirement. 

In addition, RISQ/ASI/CRO regional team in HONG KONG insure the ERM function and the coordination role for the local CROs, in its scope it responsible to:
  • Drive the ASIA Risk Governance: Risk Appetite Statement (RAS) and Risk Appetite Framework (RAF), Risk Committee Structure and Authority, Risk Policies framework and hierarchy, RISQ RACI and Working agreements.
  • Define Asia RISK Oversight and Controls Functions: Asia CRO mandate (Reporting line and delegation), escalation process, local model review and validation, RISK Committee and RMC (governance, framework, agenda and acting secretary for RISQ Department)
  • Identify, Assess risks in relation to Asia BU by 1. documenting 1.1 Internal Risks i.e. businesses 2.2 External risks i.e. regulatory 2. supervise regulatory On/Off Site Inspection
  • Define the long-term view on ASIA RISK: data aggregation strategy, system infrastructures and reporting, and insure its implementation by driving the roadmap and insure budget and capex execution
  • Lead the definition and validation of Asia CRO transformation road map within Asia RISQ department.
  • Lead Asia CROs continuous improvement across the various risk area: monitoring, management, analysis and regulatory reporting.
  • Contribute to regulatory projects a and provide project management support on upcoming risk management enhancement initiatives (e.g. methodology, policies, tools).
Job code: 19000MMW
Business unit: Societe Generale Hong Kong Branch
Starting date: 01/11/2019
Date of publication: 02/08/2019
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Quantitative Analyst M/F - VIE Hong Kong

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