Associate / VP – Front office Trading Risk Manager APAC,
Société Générale
Hong Kong, CN
14天前

Environment

Global Banking & Investor Solutions is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia, GBIS provides services in corporate and investment banking, asset management, private banking and securities around the world.

GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.

Working in the trading risk team of the global markets division. Follow, analyze and challenge risks associated of Asian trading desks, with a focus on Clearing (CCP) risks, market risks, and scarce resources.

Supporting Head of trading by providing views and recommendations.

Mission

Clearing House (CCP) Analysis

  • Perform analysis of rules, procedures, law of CCP to assess the bank’s risk as a trading and clearing member.
  • Analyze pricing and trading impact due to rules specific in each country (e.g. impact from trade conventions, funding cost, CCP Basis)
  • Make risk limit requests proposals to business line management and risk department.
  • Follow up of CCP risk limits and positions, assist business lines in risk / reward assessments around CCPs.
  • Participate in discussions and consultations with CCPs and industry bodies.
  • Ensure the "Default Management Process" (DMP) is well setup in order to react to a member default and the subsequent liquidation actions.
  • Participate in default auction fire-drills setup by the CCP. Market Risk Follow the risk, strategy, and development of the trading activities on the following desks :

  • Vanilla / Delta1 trading desks in Equity (EQD) and Fixed Income (FIC); Financing desks and collateral management desks.
  • Attend monthly meetings with heads of desks and APAC head of trading to review risk, activity and P&L
  • Assess / validate limit increase or transaction request from these desks. When needed, write risk request memo and provide recommendation to the head of trading.
  • Perform on-demand analysis on specific risks on the desks (e.g. market event, country risks, liquidity risk, scenario analysis)
  • Work on projects such as designing risk management reports, new product assessment, proposing risk frameworks, challenge pricing or parameters assumptions within valuation models.
  • Follow risks and positions on treasury positions held by the business lines. Profitability assessments
  • Support business line management in reviewing profitability versus resources footprint on balance sheet, capital, and liquidity
  • Propose ideas and engage in projects to optimize resources usage and improve the bank’s profitability
  • Profile

  • Master / Bachelor degree in Finance / Science
  • Experience in financial markets (Trading or Front Office Risk)
  • Fluent English
  • Extensive knowledge of financial instruments and markets, in particular rates, forex and equity
  • Understanding of market and counterpart risk, regulatory environment
  • Communication with trading desks and other functions with positive challenging
  • Capacity to independently assess risks and pricing issues, propose solutions, summarize in synthetic manner with clarity.
  • Paper 1 license needed after joining the team
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