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 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 able to take initiatives Detail-oriented and driven to work in a 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 and strong desire to learn Master's in Financial Engineering or Finance Nice to Have: Knowledge of volatility instruments Familiarity with BI tools (Tableau, PowerBI) Understanding of 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 focus our talent and energy on collective success and propose new ideas to 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 united in our efforts to enhance our competitive position and deliver 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 to promote interaction and collaboration. Compensation&Salary Range: Base salary range does not include overtime pay, bonuses, or other benefits. Actual base salary offers will vary based on skills and experience. J-18808-Ljbffr