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Market Risk Analyst

RESPONSIBILITIES

  • Understand Front Office strategies, products and model on Fixed Income exotic products 
  • Produce and certify Risk Analysis for the trading desk and Risk management
  • Monitor and explain Risk Metrics breaches
  • Produce and certify economic PNL 
  • Daily, weekly, and monthly reporting of results 
  • Monitor market movements and their impacts on the results: developing notably income attribution and performance analysis 
  • Analyze on results, analysis of disputes and discrepancies 
  • Optimization and automation of tasks, including tactical tools design and/or development 
  • Preparation of other reports for internal counterparts, authorities, auditors etc 
  • Manage special request from management and Front Office 
  • Develop tools relative to risk analysis and P&L impact on exotics products  

PROFILE REQUIRED

  • Hold a relevant Bachelors or Masters degree in Finance, Economics, Risk Management, Engineering or similar
  • Ability to work under pressure, need to be reliable and focus on quality 
  • Able to meet deadlines and anticipate potential issues 
  • Understanding of pricing model and risk metrics definition for fixed income products.
  • Able to adapt quickly working in a changing environment 
  • Working in a trading room, should be able to deliver risk analysis under pressure 
  • Strong knowledge and experience on VBA is mandatory. Knowing Python is a plus. 
  • Fluent English is mandatory

Behavioural Skills

  • Innovation - Thinking out of the box/Creativity: I encourage and demonstrate positive out of the box thinking
  • Commitment - Sustainability: I strive to develop my skills and knowledge
  • Responsibility - Performance: I strive for high performance
  • Team Spirit - Collective mindset: I favour the team’s interest over my own results
  • Team Spirit - Open mindset: I listen and share my views and my expertise in an open mode
  • Innovation - Technology: I adopt new  technologies in the solutions and projects I work on

This is a fixed term 12 month Trainee contract with Societe Generale. You will form part of the team on a full time basis. In order to apply for the Trainee position please ensure you have completed your qualification and will be available to work full time for the duration of the Trainee contract.

BUSINESS INSIGHT

Company Description

Societe Generale is one of the leading European financial services groups. Founded in 1864, we have been playing a vital role in the economy for over 150 years. With more than 133,000 employees based in 61 countries worldwide, we accompany 32 million clients throughout the world on a daily basis. Based on a diversified universal banking model, the Group combines financial strength with a strategy of sustainable growth.

ASIA-PACIFIC (ASIA), as one of the Business Units of Societe Generale, operates in 12 locations across the Asia Pacific region, employing over 2,500 employees with the regional headquarter located in Hong Kong. Our activities here are centered on Societe Generale's Global Banking & Investor Solutions pole (GBIS), a major growth engine for the Group and a key pillar of Societe Generale's universal banking model. Our expertise in Asia Pacific ranges from Corporate & Investment Banking (Advisory, Financing and Global Markets) to Asset Management, Global Transaction Banking and specialised financial services like Equipment & Vendor Finance and Vehicle Leasing & Fleet Management. In addition, Societe Generale's Global Solution Centre (SGGSC) in Bangalore and Chennai offers customised business solutions to the Societe Generale Group globally including ASIA.

Department Description

Metrics Monitoring Group primary mission is to produce, analyze, certify and monitor financial and risk metrics of the Global Markets (MARK) activities. The activities covered by MMG include Equities & Derivatives, Fixed Income & Currencies, Commodities (CTY), and Prime Services (PRM)

MMG oversees indicators production and certification, business project operational implementation (including FRTB), and exposure follow-up by trading desk on MARK business lines:

  • MMG/FIC on FIC and CTY perimeters, as well as SG entities which are not in the wholesale perimeter, mainly on FIC underlying
  • MMG/EQY on EQD and MGT perimeter

The Risk Analyst focuses on equity derivatives or fixed income activity, and its production, analysis, comments and diffusion of the official economic P&L and market risk metrics. MMG is the main point of contact of DFIN and FO management and is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk.

Closed 23 days ago
Closed 23 days ago
  • Job type:Graduate Jobs
  • Disciplines:

    All Disciplines

  • Work rights:

    Hong Kong Permanent Resident, Hong

    ...
  • Locations:

    Hong Kong (Hong

    ...
  • Closing Date:27th Jul 2022, 3:00 pm

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