Market Risk Analyst

Job description

Responsibilities

Provide a framework of limits/thresholds for the market risks on the framed perimeter

·  Define the appropriate metric to frame the activity
·  Propose limits/thresholds coherent with SG group and SG Asia risk appetite
·  Assess FO requests on limits/thresholds increase / decrease
·  Review the framework on a regular basis
·  Define measures and methodologies in coordination with Paris Exposure/Market monitoring

Perform reviews of exposure and market monitoring

·  Follow-up of the positions, the market and execute market intelligence (including regulatory changes)
·  Discuss with FO at both desk level and FO management at region level
·  Alert about key event simultaneously the US and global management, including regional CRO and/or RISQ/RMA/DIR and/or RISQ/RMA Paris
·  Contributes to key reports and instructs Management requests
·  Set up relationships with local partners (MARK, DFIN teams for example) Analyze transactions

·  Analyze transactions outside of FO delegation, in cooperation with the other RISQ/ASI department and/or with the global teams when necessary
·  Assess the transaction and provide the assessment memo according to Market Risk standard
·  Inform the global and local management when the transaction is in your delegation
·  Present the assessment to the global and local management when the transaction is outside your delegation Collaborate with the global projects or the global governance leads by RISQ RMA Paris teams

·  Contribute to the regular comments of the ASIA Market Risk Committee and participate or lead specific focuses for management reporting when requested
·  Contribute or lead RiskCo or CoRisq when requested
·  Participate to the Income Attribution process according to the policies and procedure
·  Participate to the Internal models Backtesting and Analysis according to the policies and procedure
·  Collaborate to any other US or global projects lead by BMC, CAR, GFR, CME when requested

Profile Required


Academic Background and Certifications, Experience:

·  Hold a relevant Bachelors or Masters degree in Science, Engineering, risk.
·  Strong knowledge of the market and the instruments of the business line oversee
·  Understanding of the regulatory and compliance environment Operational Skills:

·  Knowledge in C#, Python, NET and related technology development
·  Fluent in English is mandatory Strong knowledge in Excel, PowerPoint, Word Behavioral Skills:

·  Strong analytical mindset, attention to details, critical thinking, solution oriented, think out of the box
·  Professional attitude: Self-motivated, fast learner, team player, independent, ability to handle multiple tasks and functional topic simultaneously
·  Good communication with traders, support functions and global teams outside Asia.

Business Insight

Company Description

Societe Generale is one of the leading financial services groups in Europe. Based on a universal banking model, the Group combines financial strength with a strategy of sustainable growth, putting its resources to work to finance the economy and its clients' projects.

With our regional headquarters in Hong Kong – a core hub of the worldwide Societe Generale Group – we employ over 9,000 employees in the region. Our expertise here ranges from corporate and investment banking to asset management, securities services, global transaction banking and specialised financial services.

The market risk team for the ASIA region is part of the Asia Risk division: RISQ/ASI and the global market Risk team: RISQ/RMA, headquartered in Paris. All strategic decisions are made with the full cooperation of both teams RISQ/ASI and RISQ/RMA, and adhere to Directive 36 Appendix 3 on Market, Liquidity and Structural Risks. The Market Risk department oversights for the Asia CRO and SG Group Risk division Market Liquidity and Structural Risks in ASIA region, designs regulatory models and validates pricing and liquidity models.

Department Description

As part of Market Risk department in Asia, Market Risk Framework (MRF) teams frame market risks from the desks originating transactions from Asia (either local booking or global booking). The teams are organized by asset classes (Credit - Equity/CTY – Fixed Income), measurement of the counterparty risk is managed by a forth dedicated team. He/She reports to the Head of Market Risk.

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: 200007VR
Business unit: Societe Generale Hong Kong Branch
Starting date: 01/07/2020
Date of publication: 01/04/2020