Market Risk Analyst M/F - VIE
Société Générale
Hong Kong, CN
21天前

Environment

At Société Générale, you will be joining the Risk department. Its job is to contribute to the development of Société Générale’s business and profitability by defining the Group’s appetite for risk, in liaison with the Finance department and the core businesses.

The Risk department is also responsible for implementing the system used to control and monitor risks. Metrics Monitoring Group (MMG) department role is to produce, certify, consolidate, analyse and report all market activities metrics (including regulatory metrics) aggregated on core processes.

Its major stakes are to meet the regulatory challenges, accompany the development of the business lines and enable GBS to meet its ambitions in terms of client satisfaction and efficiency.

Working closely with trading desks, MMG controls and monitors PnL as well as risk limits (market and counterparty) and follow up on breaches.

Also, it answers its partners special requests and propose adequate solutions to their needs.

MMG performs second level analyses of the risk exposures on market operations, integrating a cross-risk vision, and carries out specific studies to heighten awareness of the bank’s management on subjects with potential strong impacts.

Mission

You will be responsible of the production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter.

Your mission will consist of (but not be limited to) :

Risk Analysis

  • Produce and certify the daily official stress test and VAR for EQD Asia
  • Set up new risk analysis / sensitivities when needed
  • Income Attribution

  • Produce independently and certify the daily and monthly economic results to FO, DFIN and Group management,
  • Provide P&L analysis by risk factors / strategy and comments in interaction with DFIN / Valuation and RISQ department,
  • Working with the team to move forward towards an independent analysis of the P&L, writing P&L commentary on a daily basis in interaction with DFIN / Valuation and FO department
  • Projects / Development

  • Optimize process
  • Develop new tools
  • The VIE assignment in a nutshell This VIE in Hong Kong is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment.

    It will last 24 months. The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space.

    For further information, please see .

    Profile

    Graduate with a Master degree from Business / Engineering school or University, majoring in Mathematics, IT or Finance& Banking .

    You are fluent in English. You are proficient in Office application and VBA. You have knowledge in valuation on derivatives products and Risk Analysis.

    Your Career Path

    To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

    All our positions are open to people with disabilities.

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