Job Description
Responsibilities Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies Provide a deep analysis of trading desk positions and risk exposures Explain P&L by its attributes tying back to risk sensitivities Continuous enhancement of P&L/Risk processes and systems using Python Provide expertise on certification of Greeks, P&L and sensitivities to different risk factors (Delta, Gamma, Vega, Basis, Forex etc.) Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk and Expected Shortfall Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management Provide explanation about the different metric highlights to trading and senior management Provide analysis and sign off of valuation and risk metrics for new products or major projects such as IBOR transition Work with other departments and Paris head office on transversal and regulatory projects Skills and Qualifications: Must Have: Masters degree in Finance or applicable experience Prior work experience in financial services with good knowledge of Fixed Income risk and PnL metrics Understanding valuation components of Fixed Income and Credit derivatives Knowledge of Greeks (Delta, Gamma, Vega, Basis, Forex) Strong analytical and mathematical skills Proficiency in Python programming a plus, for the purposes of data manipulation, automation and/or debugging Self-motivated and proactive 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. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. D&I: Our Diversity&Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients. HYBRID WORK ENVIRONMENT: Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols. 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