Prevent the bank from taking excessive risks using mathematics
FOR MARKET TRANSACTIONS
Do the financial markets not faze you? Are you a talented financial mathematician and know how to anticipate? The position of Risk Analyst for market transactions at Societe Generale awaits you!
Based on the trading floor, you will be the main contact person for traders for whom you will analyse positions in relation to the limits set by the Group. To do this, you will use machine learning and statistical learning tools. You will be autonomous yet still have a cross-functional position in the bank. Risk management and the quality of market activities depend on you.
- Analyse the risk factors (Greeks, stress-tests, VaR etc.) related to trading activities
- Define the risk limits to be observed by traders
- Participate in establishing new risk analysis methodologies and consider the impact of new regulations (FRTB, Volcker, etc.)
- Develop tools for automating, optimising and analysing various indicators (limited developments, projections, etc.)
- Propose tools that are continually more powerful and innovative