V.I.E. Liquidity Stress Testing Junior Modeler

The Asset & Liability Management ("ALM") department rolls up under the Finance ("DFIN") department within Societe Generale.  ALM monitors and manages liquidity risks within the confines of the risk appetite and established limits. As such, ALM conducts Liquidity Stress Testing, which involves modeling the liquidity risks under a stressed situation. 

Responsibilities:

• Analyze the Liquidity Stress Test weekly and monthly results by product and by business line.  Present to sub-ALCO committee the drivers of the weekly and monthly variances
• Support reporting function in the prepartaion of the month-end LST report:  provide commentary of variances, update slides for compensating buffer usage, LST by desk, etc.
• Run the on-going monitoring ("OGM") of the liqudity model, which is a pre-set of monitoring metrics, and report out on a monthly / quarterly / semi-annual basis
• Modeling:  Support the team on Risk recommenation closure analysis:  source internal and or external data, understand & analyze data (modeling), make and present conclusions
• Support the team on Annual model Review:  additional modeling of liquidity
• Learn banking products:  Secured Financing (Repurchase agreements "Repo"), Lending (e.g., revolving credit facilities, term loans), Unsecured financing (deposits)
• Learn balance sheet analysis, including asset and liability maturity reviews

A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions.

Kindly note that it is also mandatory to provide us with a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document.

*Grade sheets are not accepted as justification of the diploma.

PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

Studies & experience:

• Graduate with a Master's degree from a Business/Engineering School or University with a specialization in Mathematics, Economics, Computer Science
• A previous experience in Excel/Pivot Tables and or banking products (e.g., secured financing) would be appreciated

Language skills:

• Fluent in English (B2-C1)

Operational, technical & soft skills:

• Good communication and presentation skills

• Proficient/Good command of MS Office

The VIE assignment in a nutshell

This VIE in New York 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 18 months.

In case a visa is necessary, please make sure your passport is valid up to 6 months after the end of the VIE contract to not delay your departure.

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 (including your financial indemnities), please see Mon VIE-VIA Business France.

As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating.

At the end of your VIE, various opportunities could be offered to you, in the USA and abroad.

At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. 
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA. 
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating? 
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.