Responsibilities Analyze transactions and provide authorization according to the local and global framework Provide a framework of limits/thresholds for the market risk according to the delegation set-up according to the local and global delegation framework Take part in the validation of new products proposed by FO (Local and Global NPC) Take part in the validation of limit increase requests Local responsibilities will include: Detect and address US specifics: market dynamics&trends, products, client activities Contribute for US to the definition and validation of the global RISQ/MAR policies and methodologies Identify new risks or potential improvements to risk measurement methodology and implement changes Analyze and report risks to general management (Monthly Risk Management Committee&contribution to Group reporting) Ensure that market risks are well understood, correctly measured and timely reported - spread risk culture locally and support local CRO Ensure the risk framework is consistent, comprehensive and up-to-date Ensure that you meet local regulators requirement Exchange with high level local management of business lines and support functions Ensure good relationship with local Management, business lines, support functions, auditors and regulators 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. The department oversees the enterprise, strategic, credit, market, liquidity, operational, model, and other risks of the corporate and investment banking business activities. Risk on Market Activities (RISQ/AME/RMA) is the team of SG US Risk division overseeing the risks taken by market activities within SG, either booked in the SG or originated in the US. More specifically, RISQ/AME/RMA oversees market risks, counterparty risks for Prime, Hedge Fund and CCPs, liquidity and structural risks and model risks for pricing and liquidity risk models. The team also designs Market and Counterparty risk models and metrics (VaR, Stress VaR, Credit VaR, …). Finally, the team monitors and certifies market and counterparty risk metrics and the P&L for market activities. Key Purposes of the role: Ensure that market risks assumed by SG are properly assessed, measured, validated and managed in compliance with the bank’s risk policies and risk appetite. Risk Assessment Deal flow validation Limit approvals Participation in innovation processes (New Product Committees) Regularly review the exposure and follow-up on excesses Report the risks to the Management by conducting transversal portfolio analysis SKILLS AND QUALIFICATIONS: Must Have: Graduated from an Engineering or Business school Strong experience of market environment and capital market activities focused on FIC products including Rates Exotics products, Structured products and Derivatives Solid technical expertise on risk assessment- including cross market/counterparty risks Ability to manage in an international environment Very high communication standards Ability to work well with various departments within SG (Global Markets, partner with Finance, Legal, Compliance and international teams) J-18808-Ljbffr