Senior Manager - Risk Analyst & Risk Production - BFSI

Opening for one of the captive company (SOCIETE GENERALE) for SPE and senior Manager in Bangalore.

- Candidates who have experience in Manager role should have more than 3 years of experience in manager role to apply for senior manager role.

- Looking for candidate from 3-12 yrs of experience.

Please find the Job description below for Risk Analyst and Risk Production

Risk Production :

Your Environment :

Lyxor Asset Management Group ("Lyxor Group") was founded in 1998 and is composed of two fully-owned subsidiaries of Societe Generale Group. It counts 600 professionals worldwide managing and advising $129.2bn of assets.

Lyxor Group offers customized investment management solutions based on its expertise in ETFs & Indexing, Active Investment Strategies and Multi-Management. Driven by acknowledged research, advanced risk-management and a passion for client satisfaction, Lyxor's investment specialists strive to deliver sustainable performance across all asset classes.

Your Mission :

You will directly report to the Lyxor Risk team in Paris and will have the below mentioned tasks on all Lyxor funds :

- Production and analysis of risk reports on Lyxor funds including different strategies:

- ETF and Index Funds,

- Hedge Funds / Managed Accounts (Long short equity, Global macro, CTA, Event driven, etc),

- Fund of Hedge Funds,

- Quantitative Funds (Multi Asset, Formula Funds, CPPI).

- Calculation/control of risk indicators:

- Market & Credit exposures (leverage, counterparty, CDS),

- Liquidity (weighted average liquidity, ATV, market capitalization, liquidity stress tests),

- Concentration (sector, country),

- Value at risk (historical),

- Stress test (based on adverse and hypo/historical methodologies),

- Regulatory and contractual investment restrictions (embargo controls, etc).

- Improvement and development of internal tools at the instruments and/or portfolio level.

- Software configuration (Sophis, Sungard adaptive,etc) and improvement and development of internal tools at the instruments and/or portfolio level (VBA macro developments) in order to monitor risk more efficiently and quicker.

- Write-up of policies and procedures related to the improvement of risk tools.

- Reports- production including but not limited to statistics about production and risk consumption.

Your Profile :

To be considered for this role, you must meet the following criteria :

- Qualified to master degree level or equivalent specialized in financial market

- Good knowledge of Office Pack (especially Excel and Visual Basic), financial derivatives and valuation methodologies

- Good understanding of risk methodologies and risk metrics used across various asset classes and ability to interpret and challenge risk metrics

- Rigorous, autonomous and strong interpersonal skills with initiatives and commitment.

Risk Analyst :

Main Tasks & Responsibilities :

Process Monitoring & Data management :

- The Analytics team is responsible for the Managed Account Platform positions data management and the risk calculation.

- Day to day functions of the role will include:

- Monitor the data feed received from the administrators.

- Control and correct, if necessary, the market data used for pricing and bucketing.

- Integrate all of the positions from the managed account into Panorama as described in the operating procedure with the necessary data enhancement for risk monitoring.

- Maintain and manage an active relationship with the IT team.

- Ongoing optimization and documentation of processes and procedures.

- Resolution of technical issues concerning the various components utilized for the position, as well as the systematic communication of these technical alerts and the status of their resolution within the Managed Account Platform.

Client reporting & custom analysis :

- The Analytics team controls the client reporting on the website and manages the validation of the data by the HFRM. They are also in charge of the production of the Investment Profiles and of custom client reports as agreed between MAP and the Sales team.

- When a request for a new custom report comes from the CSU team, the Analytics team perform the analysis of the request, participate to the redaction of the specifications, lead the cooperation between the several teams involved (CSU, Risk, MAP, IC, Compliance).

- MAP produces each year several white papers based on the transparency of the platform. In that context the Analytics team will perform the quantitative analysis (IT coordination in order to retrieve the data, IT development if needed, data analysis) and participate to the white paper redaction.

Competences :

- Product Knowledge within various markets, products and asset classes

- Risk metrics calculation knowledge

- Excellent analytical skills

- Excellent communication skills

Technical Skills :

- Advanced knowledge in MS Word, Excel, PowerPoint

- Programming knowledge in Excel, VBA

Education & Prior Work Experience :

- Masters degree

- 3+ years of prior work experience in a similar role

Language :

- English

- French

Interested please call or mail back to the below details.

Contact: 08042588837