Job Description
Responsibilities Produce, certify and publish the risk and P&L metrics of US business lines; On a daily basis, aggregate and certify market risk metrics at SGUS, FIC, and EQD level (VaR, Stress tests, sensitivities,…) Monitor risk limit consumptions and follow up on breaches with Front-Office and Risk management; Certify the Profit&Loss and Income Attribution for FIC and EQD business lines Publish commentary about the different metric highlights to senior management; Provide support to Front Office and risk managers to understand positions and risks through various reports and analysis; Create daily and weekly dashboards to better monitor trading activity; Work efficiently with different teams to answer business needs and improve desk processes Continuously enhance P&L/Risk processes and systems using programming (VBA, Python…) for macros and collaborate with IT teams for global industrialized tools; Develop and improve dashboards using PowerBI Profile required Must Have: Knowledge of derivative instruments Strong analytical and mathematical skills Proficient in VBA/Python programming Strong interpersonal skills Ability to handle various ad-hoc requests Proactive and initiative-driven Detail-oriented and able to work in a fast-paced learning environment Solid verbal and written communication skills Ability to prioritize and work in a dynamic, deadline-focused environment Self-motivated and proactive Willingness and strong desire to learn Master's in Financial Engineering or Finance Nice to Have: Knowledge of volatility instruments Knowledge of BI tools (Tableau, PowerBI) Familiarity with machine learning algorithms Experience in a financial industry company with good knowledge of Fixed income risk and P&L metrics Why join us 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. Diversity&Inclusion: Our mission is to recruit, develop, advance, and retain a diverse workforce that enhances our competitive position and delivers innovative solutions to our clients. HYBRID WORK ENVIRONMENT: For most positions, Societe Generale offers a hybrid work arrangement that allows employees to work remotely and on-site, promoting interaction and collaboration with colleagues. COMPENSATION&SALARY RANGE: 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. J-18808-Ljbffr