Metrics Monitoring Analyst, VP
SOCIETE GENERALE
Hong Kong, Hong Kong
3天前

Responsibilities

Main accountabilities

The Risk Analyst focuses on Fixed income activities (MMG / FIC), and its production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter.

MMG is the main point of contact of DFIN and FO management and is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk.

PnL Certification

  • Produce independently and certify the daily and monthly economic results to FO, MMG DIR and CIB / Group management,
  • Provide PnL analysis by risk factors / strategy and comments in interaction with FO, MMG and RISQ department,
  • Certify the official market parameters used for the calculation of daily PnL
  • Validate and publish the official economic results in D+1 to management,
  • Market Risk Certification

  • Produce, certify and monitoring of the official market risk metrics (VaR, STT, Consumptions) as specified by market risk analysts
  • Provide analysis and explanations on the market risk metrics. Follow-up of local specifities (e.g. regulatory reporting)
  • Facilitate FO on risk monitoring i.e. providing daily and ad-hoc risk analysis reporting support
  • Accounting Certification

  • Work closely with the accounting / economic reconciliation team on discrepancies
  • Mission details

  • PnL and Market Risk
  • Production, certification and reporting of main metrics at different levels :
  • PnL & Income Attribution, Risks metrics (VaR, Stress Test), Market data
  • Perform analysis of the pnl and risk metrics
  • Market risk analysis / limits and follow up
  • Actively manage internal clients’ requests and propose solutions.
  • Actively contributing to IS strategy and project execution
  • Implement and ensure processes are in compliant with audit, compliance, and regulation
  • Projects

  • Independently manage, deliver, execute projects
  • Participation in transversal projects, as and when requested by management.
  • Participate to on-going improvement in the processes
  • Skills

  • Minimum 7 years of experience in Market Risk monitoring or Product Control
  • Understanding of Exotics products and their pricing models.
  • Good communication skills both verbal and written
  • Programming skills is a plus (vba, python, C#)
  • Fluent in English
  • Overview

    Société Générale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth.

    SGCIB is the Corporate and Investment Banking arm of Société Générale Group. Present in over 50 countries across Europe, Americas and Asia, SGCIB provides corporate, financial institutions, investors and public-sector clients with value-added integrated financial solutions.

    Within the Market Risk department in Asia, MMG team’s major missions are to independently monitor the capital markets activities, to support the development of the business and to meet the regulatory challenges of tomorrow

    Metrics Monitoring Group primary mission is to produce, analyze, certify and monitor financial and risk metrics of the Global Markets (MARK) activities.

    The activities covered by MMG include Equities & Derivatives, Fixed Income & Currencies, Commodities (CTY), and Prime Services (PRM).

    Scope

    MMG oversees indicators production and certification, business project operational implementation (including FRTB), and exposure follow-up by trading desk on MARK business lines :

  • MMG / FIC on FIC and CTY perimeters, as well as SG entities which are not in the wholesale perimeter, mainly on FIC underlying
  • MMG / EQY on EQD and MGT perimeter, as well as the CVA desk
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