Market Risk Analyst, Exotics

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Societe Generale
  • 19 Mar 18 2018-03-19

Market Risk Analyst, Exotics


Global Banking & Investor Solutions is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia, GBIS provides services in corporate and investment banking, asset management, private banking and securities around the world.

GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.


Main Responsibilities

The role is to be the key contact for Global Markets in Asia to assess and compute counterparty risk metric (CVAR) on exotic products and structures for all asset classes.

  • Perform deep analysis and methodological review of the specific exotics products calculated in Asia
  • Document existing calculation methodologies and validation of their implementation
  • Make sure counterparty and market 'cross risks are properly framed according to the mandate of activities. In this frame, coordinate with risk factors experts located in Paris and homogenize risk methodologies and metrics
  • Maintain good knowledge of positions analysis tools taking into account local specificities
  • Make sure the global parameters methodologies (parameters, models) take into account the local market specificities
  • Manage various interactions with other entities: risk departments, other functions eg. Operations, IT and externally (Auditors, Regulators)
  • Ensure the communication with F/O on counterparty risk metrics and methodologies


  • Strong knowledge of financial market behavior
  • Expertise on Asian market and economic mechanism
  • Expertise and monitoring of Asian regulatory environment
  • Market risk framework, methodology, delegation and Governance