Senior Analyst - Market Risk & Pnl

Permanent contract|Bangalore|Risks

Senior Analyst - Market Risk & Pnl

Bangalore, India Permanent contract Risks


CSA Monitoring
• Analyze CSA negotiations in order to anticipate PnL impacts over funding (FVA) and counterparty risk (CVA)
• Compute PnL and Risk Analysis impacts for Front office (Trading, CVA Desk, Sales, CORI)
• Coordinate Front office stakeholders decisions before CSA signature, based on your anticipations
• Manage XOne CSA pricing tables, used by all SG valuation engines (Agreg, RiskOne, Cockpit, Bacardi)
• Anticipate non standard CSA clauses affecting CVA/FVA fees charged to Trading  desks
• Contribute to valuation and business projects aiming to adapt the bank to new environments (CSA pricing, IM Var)
• Participate to topical studies over new market practices and models
• Optimize/automate processes

Product Coverage : Equity derivatives, IRS,CDS,FX forwards, Options (vanilla and exotic),Commodities, Structured products
Regional Coverage : Paris

Profile required

1. Preferably post graduate in Finance & Banking
2. Minimum 2 to 5 years of experience in Valuation / Product control or any other similar roles.
3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options
4. Knowledge of ISDA/CSA
5. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment
6. Good Excel skill

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”.

Business insight

At Société Générale, 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!
Still hesitating?
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: 22000ONU
Entity: SG Global Solution Centre
Starting date: immediate
Publication date: 2022/11/16