Sr. Analyst - Market Risk & Pnl

Permanent contract|Bangalore|Risks

Sr. Analyst - Market Risk & Pnl

Bangalore, India Permanent contract Risks

Responsibilities

ISDA/ 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
• 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,Swaps, Options (vanilla and exotic),Commodities, Structured products
Regional Coverage : Paris
 

Profile required

1. Preferably post graduate/ Masters 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, Swaps & 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. VBA, PTHON & other coding languages will be an added advantage.

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: 20000SBD
Entity: SG Global Solution Centre
Starting date: 2021/03/17
Publication date: 2021/01/06
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