Subject Matter Expert -Market Risk (Fixed Income)

 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


Business Insight

Societe Generale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Societe Generale (SG), Our role and purpose is to enable the strategic vision of Societe Generale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation & Artificial Intelligence, and applying it to banking.
SG Global Solution Centre provides services in the areas of Application Development and Maintenance, Infrastructure Management, Business Process Management, and Knowledge Process Management, to Societe Generale's business lines around the world.
“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”


Societe Generale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Societe Generale (SG), Our role and purpose is to enable the strategic vision of Societe Generale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation & Artificial Intelligence, and applying it to banking.


SG Global Solution Centre provides services in the areas of Application Development and Maintenance, Infrastructure Management, Business Process Management, and Knowledge Process Management, to Societe Generale's business lines around the world.


“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”


All our positions are open to people with disabilities

Job code: 19000L49
Business unit: SG Global Solution Centre
Starting date: Immediate
Date of publication: 11/11/2019
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Subject Matter Expert -Market Risk (Fixed Income)

Permanent contract   |   Bangalore - India   |   Risks