Job Description - Technical :
- Financial engineering / Financial mathematics, derivatives
- Indepth understanding of greeks - first / second / third derivatives
- Be critical on existing processes and learn to be proactive
- Detailed knowledge on valuations of products such as Bonds, Equities, Fx, IRS, Exotic, Hybrids, Structured, CTY, credit risk products
- 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.
Functional :
- Tools and information system for the production of Economic P & L, risk metrics and Risk Analysis.
- In the process of chaining (Market Data, calculations bricks, SI) and impacts on other actors (Accounting Team, RISK, FO)
- Products and portfolio strategies (understanding the sensitivities and risks associated with different products)
- Control aspects - market risk, credit risk.
- Understanding the P & L of Income Allocation and all valuation adjustments methods (EDMM, EDMN, FVA, OCA).
- Have a good level in English and VBA development
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
Adaptability / Agility :
- Be reactive to change, developments, new methods (regulatory applications, management methods ..), applications and context (reorganization)
- Change quickly from one subject to another, to show flexibility and intellectual responsiveness.
- Good communication skills : many exchanges with many various interlocutors (RISK / FO / FIND / ITEC). Sense of client (Internal and/or external) / Ability to deliver
- The MACC analyst is urged by several parties, it is important to keep a positive approach towards the different demands (FO / Risq)
- Having a positive approach to highlight good ideas / special projects / solutions before identifying problems and propose solutions independently.
- Namely to change the process - Awareness engine, proposals and go through with the project. Cooperation and team spirit
- With our partners - Always try to find a solution, be constructive, promote innovation, be proactive, working "with" and not "next to" give visibility on the work progress, interact warmly and promote his work.
- Within the team share ideas / accomplishments, listen and advise, to show solidarity, active participation in the life of the team (including teams points).
- With its hierarchy - Give visibility on the progress of various subjects and early warning in case of problems / blocking points.
Education level - Bachelor's Degree
Work experience - 7-10 years
Contract type - Permanent
Company - Societe Generale
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