Market Risk and Trading Analyst - Fixed Income

Job code: 18000WXN
Date of publication: 2019-02-01 00:15:08.0
Starting date
Immediate
Job function
Corporate Finance / Accounting
Business unit
SG AMERICAS OPERATIONAL SECURITIES
Location
New York - United States
Job type
Permanent contract

Environment

MACC – Market Analysts & Certification Community - OVERVIEW
Within Société Générale Corporate and Investment Banking, MACC's major missions are to meet the regulatory challenges of tomorrow, to support the development of the business lines and to enable the Group to meet its ambitions in terms of client satisfaction and efficiency. Ultimately, our team is tasked with providing financial analysis, reporting and certification to different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
Joining MACC provides the opportunity to acquire and develop strong technical knowledge of various products traded by the fixed income team while developing your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
MACC MISSION STATEMENTS
MACC organization performs a wide variety of missions including:
  • Production, analysis, certification, consolidation and reporting of all financial data, and production of risk and regulatory indicators of market and brokerage activities for MACC partners and stakeholders including but not limited to P&L, income attribution, VaR, stress, and Market Risk sensitivities
  • Support of business lines, Risk and Finance departments on regular reports and ad hoc requests
  • Control and monitoring of risk limits (market and counterparty) and follow up on breaches
  • Definition and implementation of a control framework aiming to secure production and certification processes
  • Maintenance and quality controls of market data related to all businesses
CAREER DEVELOPMENT
MACC seeks to develop the expertise and skill set of every one of its employees. Our recognized technical knowledge and capacity for analysis enables us to bring real and lasting value for our business line partners. Moreover, MACC is looking for people who have a variety of strengths and passions, and offers a place
to design, propose, create, and implement revolutionary business solutions for our clients.

Mission

The role of Market Risk and Trading Analyst will offer and opportunity for extensive partnership with all the essential teams who manage these transactions for the bank (including traders, developers, Middle Office….) and exposure to a broad range of functional teams. It will allow you to build a broad & deep understanding of the value chain. The position is located directly on the trading floor within the equity and fixed income business lines.
Day-to-Day Responsibilities:
Produce, certify and publish the risk and P&L metrics of the trading desk;
  • Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc);
  • Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk;
  • Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;

Provide support to the traders to understand and manage their positions and risks through various reports and analysis;

  • Creation of daily and weekly dashboards in order to better monitor the trading activity;
  • Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies;
  • Work efficiently with the different teams to answer the business needs and improve the desk processes
  • Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python, javascript, …) for macros and IT teams for the global industrialized tools;

Be fully part of the regulatory projects and their implementation in the bank

  • Liaison with other departments to work on transversal and regulatory projects;
  • Most important finance topics like FED remediation, Volcker, ECB, will be supervised and analyzed for trading, risq and top management teams.

Profile

Technical Skills:         
  • Knowledge of Equity derivative instruments
  • Strong analytical and mathematical skills
  • Proficient VBA/SQL programming
  • Knowledge of volatility instruments or financing instruments would be a plus
  • Python programming experience would be a plus
Competencies:
  • Strong interpersonal skills
  • Handle various ad-hoc requests
  • Prone to take initiatives
  • Reactive, detail-oriented, driven to work in fast learning environment
  • Solid verbal and written communication skills
  • Ability to prioritize and work in a dynamic, deadline-focused environment
  • Self-motivated and proactive
  • Willingness & a strong desire to learn
Experience Needed:
  • Experience in a financial industry company with good knowledge of Fixed Income or Equity risk and P&L metrics.
Educational Requirements:
  • Masters in Financial Engineering or Finance
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