Analyst - Prime Services Risk Monitoring

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Societe Generale
  • 17 Dec 17 2017-12-17

Analyst - Prime Services Risk Monitoring


SG CIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia. SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.


Overview of the Role

  • Responsible for monitoring end-of-day and intraday risk of client's portfolios
  • Undertake risk analysis to identify portfolio risk and firm's risk, and report to management in a timely and transparent manner
  • Perform due diligence on prospects and clients
  • Involve in Prime Services Risk development by handling regional projects

Principal Responsibilities and Accountabilities

  • Client risk monitoring and reporting

- End-of-day monitoring: Investigate and analyze overrun of limit or breach of credit conditions, unusual activities
- Intraday monitoring: Perform intraday monitoring on clients, analyse and identify risk issues
- Identify risk issues for escalation (portfolio analysis on market risk & liquidity risk)
- Produce daily risk reports and relevant risk alerts to front office, management
- Implement non-standard monitoring reports to handle specific credit conditions
- Maintain and develop risk databases

  • Client portfolio analysis

- Perform due diligence on prospects and clients
- Analyze each client's strategy, portfolio, trading patterns, liquidity, and concentration. Ensure relevance of Risk framework by engaging in on-going discussion with clients on their activity

  • Daily risk approval

- Assess multiple exchange trading limits for DMA / SDMA cleared clients
- Assess OTC FX limit request in terms of NOP, tenor, currency
- Positions transfer and cash withdrawal for sensitive clients

  • Static & risk data management

- Perform account mapping, risk limits & NAV / AUM update, risk data feeding with ITEC team

Skills and Experience Needed

Technical / System Knowledge
  • MS Excel (advanced)
  • MS Access
  • Visual Basic for Application
  • Batch Files
  • Bloomberg
Industry / Market Knowledge
  • Listed derivatives (futures and options), OTC derivatives (mainly FX transaction), cash equity and bonds
  • Experience in MtM pricing and risk of vanilla derivative products
  • Value at Risk and Stress Test calculation
  • Advanced statistics (probability distributions, correlation and tail risk)
Person Skills
  • Excellent interpersonal and communication skills - role requires interaction with Risk, Clients, IT, Front Office and Senior management
  • Project management skills - able to provide independent analysis and value-added opinion to the project teams, also see this through to completion (sense of ownership)
  • Team players - Duties are shared with other team members and all effectively work as one unit. All analysts provide cover for team
  • Analytical and combined with a methodical and detail oriented working approach
  • Flexitime on a rotation basis. Team covers Asian trading time hours
  • Languages - Fluent English