Market Risk Analyst

• Produce daily and monthly PnL and Income Attribution reports and explain the main drivers impacting Treasury results.
• Investigate and explain differences between Economic PnL and Accounting PnL.
• Produce daily Market Risk and Liquidity Risk reports for BSGB and other complementary data.
• Prepare local regulatory Market Risk reports.
• Handle ad hoc requests from Business Lines and other stakeholders related to Treasury results and risk.
• Investigate and explain VaR backtesting for the relevant trading desks.
• Monitor IT issue resolution and work on process optimization/automation.
• Develop new processes to identify/quantify risks, test new models, etc.
• Provide support and information to auditors and regulators.
• Formalize and update procedures and related controls.

• Academic background: Business Administration, Economics, Engineering, Mathematics, Physics.
• Advanced English.
• Proficiency in MS Office, especially Excel.
• Basic knowledge of Treasury financial products
• Strong teamwork skills, proactivity, commitment, and a hands-on mindset.

Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.

OUR CULTURE: 
At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)

D&I: 
Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.
Our Diversity & Inclusion Vision:

• Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
• Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents
• Engage our community and marketplace, and position the organization to meet the needs of all its clients

For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)

HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.  Hybrid work arrangements vary based on business area.  The applicable business lines will determine and communicate the work arrangements that best meet their business needs.