RISK ANALYST
FOR MARKET TRANSACTIONS
Prevent the bank from taking excessive risks using mathematics
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.
Your responsibilities
- 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
HIGHLIGHTS OF THE JOB
You should be...
Good command of financial mathematics
Knowledge of products and how financial markets work
Good command of database management tools (Excel, Access)
Comfortable with programming languages (Python, VBA, SQL, R, etc.)
Fluent English
5 years of higher education: engineering, specialisation in mathematics or statistics
Hi, my name is Leïla. I am responsible for a team of risk analysts and monitor market activities within Societe Generale. I started as a quantitative Forex engineer in R&D, then I was a trader for Forex Yen options in Asia, then I took a sabbatical year. Finally, I came back. I've been in my current manager position for three and a half years.
Overall, the position of risk analyst involves three parts. The first main part is what we call production. This consists of analysing and validating the PNL figures, risk analysts, value at risk trading teams which we monitor within Fixed Income and Equity mainly. The second component is responding to regulatory requests from the European and US central banks. Finally, the third part is what are referred to internally as special requests. These are requests from risk traders and other teams which need to be answered during the day or over several months as part of monitoring a project.
What really fascinates me about my work is the whole relationship with mathematics and mathematical demonstrations, because there are few professions where you get to do that. That being said, we are really working on practical questions. We can re-use concepts, get our instincts and brains working and face different challenges every day.
The skills required for the job of risk analyst are mainly a good knowledge of financial mathematics, risk analysis and programming skills, mainly in VBA and Python. Being a very good communicator and having strong English is essential because we have teams all over the world. Finally, having a high-level rigour, independence and knowing how to challenge the figures that are generally shared across lots of departments within Societe Generale.
If you join our risk teams, you will have the opportunity to work at the heart of the trading floor, in daily contact with traders, other risk teams, the R&D department, the middle office and the IT departments. Our teams are young. You will also be involved in innovative and creative projects within our teams and at Societe Generale as a whole.
How to join us
To get to know each other and make sure you will be happy as part of Societe Generale, please follow the below steps.
01
By responding to our job advertisement
02
ABOUT YOURSELF
We’ll contact you for an initial exchange
and online tests
03
You’ll meet our operational team and human
resources partners
04
The job is yours, and you’re ready to start the adventure.
THE ADVENTURE HAS JUST BEGUN!
At Societe Generale, we ensure that everyone can build their own career path according to their aspirations and abilities. After taking on the role of Risk Analyst for market transactions, new opportunities will open up for you:
- Front Office Manager
- Consultant
- Structured Finance Officer
- Auditor
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