Summary of the key purposes of the role :
- Assist xVA traders in daily tasks
- Contribute to projects led by the manager
- Assist in xVA management
- Work with R&D teams to improve xVA pricers
Summary of responsibilities :
Assist xVA traders in pricing CVA/FVA on derivatives for all asset classes traded within MARK
- Explain pricing assumptions and calculation to MARK sales & trading
- Monitor, with the help of support teams, the xVA fee worklows
- Help xVA traders in optimizing existing derivatives portfolios to reduce CVA, CVAR, capital and funding costs
- Help to Put in place and monitor the process for internal and external tools to optimize IM (bilateral and clearing houses
- Contribute to the development of pricing and risk management systems for XVA. In particular XVA traders are responsible of testing new developments from the IT department.
All our positions are open to people with disabilities
Graduate with a Master degree from Business/Engineering school or University, majoring in Finance.
A previous experience in Investment Banking would be appreciated.
You are fluent in English.You are proficient in Office application
Derivatives pricing experience
Understanding of counterparty exposure calculation
Basic knowledge of regulatory constraints
The VIE assignment in a nutshell
This VIE in London is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 12 months.
The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information, please see www.civiweb.com.
To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.
At Societe Generale, you will be joining the Global Markets division (MARK) of SG Corporate and Investment Banking. MARK offers a cross-asset approach along all its offerings : Research, Investment & Risk Management Solutions, Execution and Prime Services to asset managers, pension funds, companies, private banks, insurance companies, hedge funds, family offices, sovereign funds and distributors worldwide.
Description of the Business Line or Department :
MARK/FIC gives access to a large scope of exposure and opportunities across Interest Rate, Foreign Exchange, Inflation and Multi-asset universes
Supported by extensive research, engineering, trading and e-commerce capabilities, we offer strategic insights strategy, flow information, competitive pricing and seamless execution to our clients across dates, credit, FX and emerging markets.