Sr Analyst: Market Risk

Permanent contract|Bangalore|Risks

Sr Analyst: Market Risk

Bangalore, India Permanent contract Risks

Responsibilities

The Fixed Income department covers mainly following activities:

Produce Risk Analysis for FO, VAR, Stress VAR, Stress Test, Expected shortfall analyze, FRTB reporting and certify all financial aggregates and risk indicators on market activities for their partners and stakeholders for Fixed Income / Commodities / Exotic Desk.
Support business lines, Risk and Finance departments on evolution request and ad hoc requests, of which:
Control risk limits (market and counterparty) and follow-up of breaches.
Inform Risk and FO in case of limit breaches and communicate its corresponding analysis

Profile required

Functional: 
1. Certification of VaR/SVaR/STT/ES/FRTB reports
2. Provide commentaries for Market risk metrics swing using different sensitivities like rate, credit, CIM, Basis and verification of market data. Interact with internal clients like FO, onshore team, reconciliation, oper : trade support, RISQ, VAL and Commando team.
4. In the process of chaining (Market Data, MIS reporting)
5. Understanding the risks associated with different products
6. Control aspects: market risk, credit risk.
7. The analyst is responsible for the production of several sensitive metrics and various reports to inform management and FO on different risk exposures

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

A 100% owned subsidiary of European banking and financial services major Societe Generale (SG), Societe Generale Global Solution Centre (SG GSC) came into existence in 2000. Established as an offshore development centre in Bangalore, also having a presence in Chennai, SG GSC has 15 years of sustainable delivery expertise to its credit, and develops global best practices to promote the strategic objectives of the Societe Generale Group.

SG GSC possesses in-depth understanding of the business processes and cutting-edge technologies across domains of Societe Generale’s diverse portfolio. We deliver best-in-class solutions to the Group’s entities in the realm of corporate and investment banking, retail banking, specialized financing and insurance, private banking, and global investment management and services.

We place the highest importance on our employees and provide extensive opportunities for career progression and development. SG GSC conforms to the group diversity principles, and has a multi-cultural staff representing seven nationalities, and speaking 20 languages. Women comprise 25% of our workforce.

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: 21000779
Entity: SG Global Solution Centre
Starting date: 2021/06/11
Publication date: 2021/03/19
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