Fixed Income Market Risk Officer M/F - VIE New York City - Risks New York Fixed Income Market Risk Officer M/F - VIE New  …

in New York, NY, United States
Permanent, Full time
Last application, 18 Feb 20
in New York, NY, United States
Permanent, Full time
Last application, 18 Feb 20
Fixed Income Market Risk Officer M/F - VIE New York City - Risks New York
  1. Produce, certify and publish the risk and P&L metrics of the trading desk;
  • In daily basis, agregation and certification of market risk metrics at SGUS,FIC and EQD level (VaR, Stress tests, sensitivities,...)
  • Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution for FIC and EQD business lines
  • Publish commentary about the different metric highlights to senior management;
    1. Provide support to Front Office and risk managers to understand positions and risks through various reports and analysis;
  • Creation of daily and weekly dashboards in order to better monitor the trading activity;
  • Work efficiently with the different teams to answer the business needs and improve the desk processes
  • Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python ...) for macros and IT teams for the global industrialized tools;
  • Developments/improvement of dashboards using powerBI

  • Profile Required

    The VIE assignment in a nutshell

    This VIE in New York City 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, open 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's degree in Financial Engineering, Finance, Mathematics
    - Knowledge of derivative instruments
    - Strong analytical and mathematical skills
    - Proficient VBA/Python programming
    - Experience in a financial industry company with good knowledge of Fixed income risk and P&L metrics
    - Fluent English

    A plus :
    Knowledge of volatility instruments would be a plus)
    Knowledge of BI tools (tableau,PowerBI)
    Machine learning algorithms

    Why Join Us

    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

    Our team is providing financial analysis, reporting and certification to different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
    The position is an integral part of the Metrics Monitoring Group (MMG) part of RISQ division, dedicated to the Fixed Income Derivatives business line of Global Markets at Societe Generale Americas offices in New York City.
    Joining MMG is the opportunity to acquire and develop strong technical knowledge of various products traded by the fixed income derivatives team, develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
    The role offers extensive partnership with all the essential teams who managed these transactions for the bank (including traders, risk managers, developers, Middle Office....) and exposure to a broad range of functional team.
    It will allow you to build a broad & deep understanding of the value chain.
    The position is located directly on the trading floor within the fixed income business lines.

    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: 200001EC
    Business unit: SG CIB
    Starting date: 06/04/2020
    Date of publication: 16/01/2020