Senior Analyst - Market Risk

Societe Generale Global Solution Centre

2 - 5 years

11 - 15 Lacs

Bengaluru

Posted:1 day ago| Platform:

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Skills Required

risk management equity derivatives var investment banking financial risk management equity risk analysis cva excel derivatives fx valuation front office market risk management market risk structured products fixed income otc communication skills

Work Mode

Work from Office

Job Type

Full Time

Job Description

CSA Monitoring

Analyze CSA negotiations in order to anticipate PnL impacts over funding (FVA) and counterparty risk (CVA) Compute PnL and Risk Analysis impacts for Front office (Trading, CVA Desk, Sales, CORI) Coordinate Front office stakeholders decisions before CSA signature, based on your anticipations Manage XOne CSA pricing tables, used by all SG valuation engines (Agreg, RiskOne, Cockpit, Bacardi) Anticipate non standard CSA clauses affecting CVA/FVA fees charged to Trading desks Contribute to valuation and business projects aiming to adapt the bank to new environments (CSA pricing, IM Var) Participate to topical studies over new market practices and models Optimize/automate processes

Product Coverage : Equity derivatives, IRS,CDS,FX forwards, Options (vanilla and exotic),Commodities, Structured products
Regional Coverage : Paris

Profile required

1. Preferably post graduate in Finance Banking
2. Minimum 2 to 5 years of experience in Valuation / Product control or any other similar roles. 3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options 4. Knowledge of ISDA/CSA 5. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment 6. Good Excel skills

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Societe Generale Global Solution Centre

Banking

Paris

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Senior Analyst - Market Risk