The role offers extensive partnership with all the essential teams who managed these transactions for the bank (including traders, risk managers, developers, Middle Office….) and exposure to a broad range of functional team.
It will allow you to build a broad & deep understanding of the value chain.
The position is located directly on the trading floor within the fixed income business lines.
THE RESPONSIBILITIES INCLUDE:
Produce, certify and publish the risk and P&L metrics of the trading desk;
In daily basis, agregation and certification of market risk metrics at SGUS,FIC and EQD level (VaR, Stress tests, sensitivities,…)
Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management;
Certification of the Profit & Loss and Income Attribution for FIC and EQD business lines
Publish commentary about the different metric highlights to senior management;
Provide support to Front Office and risk managers to understand positions and risks through various reports and analysis;
Creation of daily and weekly dashboards in order to better monitor the trading activity;
Work efficiently with the different teams to answer the business needs and improve the desk processes
Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python …) for macros and IT teams for the global industrialized tools;
Developments/improvement of dashboards using powerBI
Strong interpersonal skills
Handle various ad-hoc requests
Prone to take initiatives
Reactive, detail-oriented, driven to work in fast learning environment
Solid verbal and written communication skills
Ability to prioritize and work in a dynamic, deadline-focused environment
Self-motivated and proactive
Willingness & a strong desire to learn
Knowledge of derivative instruments
Strong analytical and mathematical skills
Proficient VBA/Python programming
DESIRED / PLUS:
Knowledge of volatility instruments would be a plus
Knowledge of BI tools (tableau,PowerBI)
Machine learning algorithms
Prior Work experience
DESIRED / PLUS:
Experience in a financial industry company with good knowledge of Fixed income risk and P&L metrics.
Master in Financial Engineering or Finance
Our team is providing financial analysis, reporting and certification to different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
The position is an integral part of the Metrics Monitoring Group (MMG) part of RISQ division, dedicated to the Fixed Income Derivatives business line of Global Markets at Societe Generale Americas offices in New York City.
Joining MMG is the opportunity to acquire and develop strong technical knowledge of various products traded by the fixed income derivatives team, develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents , regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.
Job code: 20000G22
Business unit: SG AMERICAS OPERATIONAL SECURITIES
Starting date: 24/08/2020
Date of publication: 15/07/2020