Societe Generale - Senior P&L/Risk Analyst

Job Description - Technical:

1. Financial engineering / Financial mathematics, derivatives

2. Indepth understanding of greeks - first / second / third derivatives

3. Be critical on existing processes and learn to be proactive

4. Detailed knowledge on valuations of products such as Bonds, Equities, Fx, IRS, Exotic, Hybrids, Structured, CTY, credit risk products

5. Able to understand the concepts used in valuation techniques and methodologies behind the same, such as Monte Carlo, Historical and Hypothecial VAR scenarios, Scholastic, Parametric.

Qualification - Functional:

1. Tools and information system for the production of Economic P & L, risk metrics and Risk Analysis.

2. In the process of chaining (Market Data, calculations bricks, SI) and impacts on other actors (Accounting Team, RISK, FO)

3.Products and portfolio strategies (understanding the sensitivities and risks associated with different products)

4. Control aspects: market risk, credit risk.

5. Understanding the P & L of Income Allocation and all valuation adjustments methods (EDMM, EDMN, FVA, OCA).

6. Have a good level in English and VBA development

7. The analyst is responsible for the production of several sensitive metric:

The risk analysis used in management

Risk metrics that define our regulatory banking limits

The P&L entering into account of the bank

Educational Requirements:

CA / CFA / FRM / MBA

Range of Experience: 3 to 6 years of Product Control / Risk / Research / Quants / Valuations experience

Education level - Master's Degree

Work experience - 4-5 years

Contract type- Permanent

Company - Societe Generale

Description - Societe Generale Global Solution Centre (SG GSC) is a fully owned subsidiary of the European banking major, Societe Generale .
SGGSC has over 15 years of experience in sustainable delivery across information technology and banking operations. We are an employee focused organization, known for the extensive opportunities we provide for career progression and development.
We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status

The Apply Button will redirect you to website. Please apply there as well.