Counterparty Credit Risk Methodology Analyst

Counterparty Credit Risk Methodology Analyst (SG Americas Operational Services, LLC, New York, NY) 

Design, develop, and enhance quantitative risk models for counterparty credit risk (10%); Monitor and price potential future exposure of exotic trades and structured transactions across all asset classes, including Interest Rate, Credit, FX, Equity, and Commodity derivatives (10%); Participate in the daily monitoring of counterparty credit exposure and support users in interpreting counterparty credit exposure measurements (5%); Prepare detailed risk analysis reports, support ad-hoc analytical requests, and communicate findings and recommendations to senior management (10%); Collaborate with front office, model validation, technology, and global risk teams to ensure consistency and accuracy in risk methodologies and exposure measurements (10%); Provide risk identification and analytical support for new product approval processes and model change assessments (5%); Contribute to regulatory and internal risk management projects that impact counterparty credit risk oversight (5%); Ensure that risk models and exposure measures comply with internal governance standards and regulatory requirements (15%); Maintain a strong understanding of capital markets, asset classes, financial instruments, and valuation methodologies (7%); Apply quantitative techniques to enhance the precision of counterparty credit risk assessments and pricing tools (5%); Leverage programming expertise to optimize and automate risk analysis processes (3%); Communicate complex quantitative findings clearly to both technical and non-technical stakeholders. (5%); and Contribute to continuous process improvement within the risk analytics framework and ensure consistency with global standards (10%). Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $131,000 $150,000 per year.

MINIMUM REQUIREMENTS:

Master’s degree or U.S. equivalent in Finance, Economics, Enterprise Risk Management, Statistics, Financial Engineering, or a related field, plus 3 years of professional experience as a Credit Risk Analyst, Market Risk Analyst, or any occupation, job title, or position performing quantitative risk analysis or model development for financial products. Must also have experience in the following: 3 years of professional experience designing, developing, or validating quantitative risk models for counterparty credit risk or market risk; 3 years of professional experience conducting risk analysis and valuation of derivative products, including exotic and structured derivatives, across multiple asset classes (including Interest Rate, Credit, FX, Equity, and Commodity); 3 years of professional experience developing and enhancing pricing tools or methodologies for risk modeling and derivative valuation; 3 years of professional experience utilizing programming languages including Python, C++, or R for quantitative modeling or risk analysis; 3 years of professional experience performing exposure monitoring and reporting for derivative transactions or structured products; 3 years of professional experience interpreting and applying regulatory requirements related to counterparty credit risk (including Basel III and SA-CCR); 3 years of professional experience collaborating with front office, technology, and risk management teams to develop or implement risk methodologies and reporting frameworks; 3 years of professional experience communicating complex quantitative findings and analytical results to both technical and non-technical stakeholders; and 3 years of professional experience ensuring accuracy, attention to detail, and quality control in quantitative risk modeling or data analysis.

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/)

DIVERSITY, INCLUSION & BELONGING (“DIB”):
Our DIB Mission: Recruit, develop, retain and advance a talented workforce that is united in our efforts to leverage our talent and further develop an inclusive environment that will enhance our competitive position and deliver innovative solutions to our clients. It seeks to foster an environment where employee differences are valued and where all employees feel engaged, supported, respected, and informed. For more information about our DIB initiatives, please visit this link: https://americas.societegenerale.com/en/careers/get-know-diversity/

USE OF AI GUIDELINES FOR CANDIDATES:
Société Générale permits responsible use of artificial intelligence (AI) in recruitment. Information provided by candidates must authentically reflect their own skills and experience. AI must not be used for real-time interview coaching, to complete assessments, or to generate responses during interviews. Misuse may undermine the integrity of the process and result in exclusion. This restriction does not apply to assistive technologies used for accessibility or disability-related purposes.

COMPENSATION:
Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.