- Monitoring, Producing, Certification of Credit VAR and other Counterparty Risk metrics majorly for Trading books & reports & monitoring of counterparty limits overshoots, Regulatory Reporting’s, Validating & Back testing EAD (IMM Model) on Daily, Monthly & Quarterly basis.
- Recalibration of relevant & updated Market factors for Simulation.
- Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements.
- Work closely with Sales/Trader/RISQ to have a CVaR simulation
- Assist in development to maintain and enhance the existing process and procedures and guidelines
- Analyze & certify the limits under overshoot by checking Credit work flow been respected prior to trade with the counterparties and challenge for Evidence if required.
Knowledge & Experience
- 2 -- 5 years of experience in Product control. Experience in Counterparty Credit Risk is an added advantage.
- Bachelor’s degree.
- good to have skills: Perusing FRM or CFA.
- Good Product Knowledge across all Asset classes, Good model & RISK knowledge.
- Industry knowledge is preferred.
- Good understanding of FO & BO Tools.
Why join us
“We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”.
At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA.
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.
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.
- Reference: 230004PW
- Entity: SG Global Solution Centre
- Starting date: 2023/04/20
- Publication date: 2023/03/03