Fixed Income Market Analysis & Certification Analyst - VIE New York City - Risks New York Fixed Income Market Analysis & Certification  …

in New York, NY, United States
Permanent, Full time
Be the first to apply
in New York, NY, United States
Permanent, Full time
Be the first to apply
Fixed Income Market Analysis & Certification Analyst - VIE New York City - Risks New York
The MMG Group is searching for a Market & Certification Analyst.

The traded financial instruments include bonds, ETF, Indexes and Fixed Income products such as forex, Options, Swaps, CDS, Currency transactions and structured products.

The responsibilities include:
  • Working closely with the trading teams to develop a deep knowledge of their business and clients;
  • Production and certification of Greeks and sensitivities to different risk factors
  • Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
  • Contribute to the backtesting of the VaR;
  • Specific analysis to explain risk exposure and/or business performance to our different partners
  • Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;
  • Reconciliation of month end Economic P&L to the general ledger;
  • Liaison with other departments to work on transversal and regulatory projects;
  • Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
  • Creation of daily and weekly Dashboards in order to better monitor the trading activity;

  • Profile Required

    The VIE in a nutshell

    This VIE in New York is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.

    The VIE is a specific contract, under Business France's eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information, please see

    Your profile

    Graduate with a Master degree in Financial Engineering or Finance.
    You have an excellent level in English (write/read/speak). French is a plus.
    You ideally have a previous experience in a financial industry company

    You have knowledge of Fixed Income instruments
    Strong analytical and mathematical skills required
    Proficient VBA/SQL and Python programming
    You have strong quantitative skills

    To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

    All our positions are open to people with disabilities.

    Business Insight

    Metrics Monitoring Group is providing financial analysis and reporting to the different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
    The position is an integral part of the support team MMG, dedicated to the Fixed Income business line of MARK (Global Markets) at SG Americas offices in New York City. The main missions of the team are to:
  • Produce, certify and publish the risk and P&L metrics of the trading desk;
  • Help traders understand and manage their positions and risks through various reports and analysis;
  • Be a major contributor to the different regulatory projects that impact the bank.
  • The position is located on the trading floor.

    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: 200003DQ
    Business unit: SG CIB
    Starting date: 06/04/2020
    Date of publication: 04/02/2020