Valuation and Risk Analyst

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Societe Generale
  • 23 Aug 17

Valuation and Risk Analyst


Environment

Global Banking & Investor Solutions (GBIS) is one of the 3 main divisions under the Societe Generale (SG) Group. With 20,000 employees and a global coverage in more than 50 countries, GBIS provides services in corporate and investment banking, asset management, private banking and securities services around the world. GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.

Market Analyst & Certification Community (MACC) is a support function department within GBIS division. The primary mission of MACC department is to produce, analyze, certify and monitor financial and risk metrics of the global market activities. The activities covered by MACC include Equities & Derivatives, Fixed Income & Currencies, Commodities, and Prime Services (Agency).

As a regional hub of Asia Pacific, HK MACC's function covers activities in countries such as Hong Kong, Singapore, Korea, Japan, Taiwan, India, China and Australia.

Mission

Your Mission

As a junior Valuation & Risk Analyst focusing on equity derivatives (EQD) activity, you will be responsible of the production, analysis, comments and diffusion of the official economic Profit & Loss and market risk metrics of your perimeter. The role is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to Profit & Loss and risk. Your mission will consist of (but not be limited to) :

  • Profit & Loss and market risk metric certification
  • Monitor market risk limits and follow up breaches
  • Support business lines, risk and finance departments on evolution and ad-hoc requests


Profile

Your Profile

  • Top-level school, major in Finance or Engineering
  • Minimum 2 years experience in market risk, product control or other similar function
  • Good understanding of capital market, and in particular the strategies and products on the equity derivative
  • Good understanding of valuation and risk of EQD products, and the control frameworks applied
  • Understanding of accounting principles, change experience, VBA skills is a plus
  • Fluent English compulsory
  • Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player
  • Good communication and organizational skills, professional maturity, change leadership and vision