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Offers “Société Générale”

days ago Société Générale

Market Risk

  • Internship
  • Amsterdam ( City of Amsterdam )
  • Accounting / Management control

Job description



Responsibilities

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

QUALIFICATIONs

Competencies

Required:

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

Profile Required

Technical skills

Required:

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

Required:

N/A

DESIRED / PLUS:

Experience in a financial industry company with good knowledge of Fixed income risk and P&L metrics.

education

Required:

Master in Financial Engineering or Finance

Business Insight

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