SGS Société Générale de Surveillance SA

Market Risk Officer - Associate

About the Employer

Job Description

Responsibilities Produce, certify and publish the risk and P&L metrics of US business lines; In daily basis, aggregation and certification of market risk metrics at SGUS, FIC and EQD level (VaR, Stress tests, sensitivities,…) Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management; Certification of 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; Creation of daily and weekly dashboards in order to better monitor the trading activity; 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 …) for macros and IT teams for the global industrialized tools; Developments/improvement of dashboards using PowerBI Profile required DIVISION DESCRIPTION: The Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving, together with the first line-of-defense, the best possible outcome for the bank. Our team is providing financial analysis, reporting and certification to different partners and stakeholders: Finance, Front-Office and Risk Management divisions. The position is an integral part of the Metrics Monitoring Group (MMG) part of RISQ division, dedicated to the Equity and Fixed Income Derivatives business line of Global Markets at Societe Generale Americas offices in New York City. Joining MMG is the opportunity to acquire and develop strong technical knowledge of various products traded by the fixed income derivatives team, develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test. The role offers extensive partnership with all the essential teams who managed these transactions for the bank (including traders, risk managers, developers, Middle Office….) and exposure to a broad range of functional team. 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 fixed income business lines. SKILLS AND QUALIFICATIONS: Must Have: Knowledge of derivative instruments Strong analytical and mathematical skills Proficient VBA/Python programming 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 Master in Financial Engineering or Finance Nice to Have: Knowledge of volatility instruments would be a plus Knowledge of BI tools (tableau, PowerBI) Machine learning algorithms Experience in a financial industry company with good knowledge of Fixed income risk and P&L metrics J-18808-Ljbffr