Quantitative Market Risk M/F - VIE New York Quantitative Market Risk M/F - VIE New York …

SOCIETE GENERALE
in New York, NY, United States
Permanent, Full time
Last application, 17 Jun 19
Competitive
SOCIETE GENERALE
in New York, NY, United States
Permanent, Full time
Last application, 17 Jun 19
Competitive
Quantitative Market Risk M/F - VIE New York
Environment
At Société Générale, you will be joining the Risk department. Its job is to contribute to the development of Société Générale's business and profitability by defining the Group's appetite for risk, in liaison with the Finance department and the core businesses. The Risk department is also responsible for implementing the system used to control and monitor risks.
The VIE will work for a team RISQ/AME/RMA/GRM, a market risk team dedicated to design and implement regulatory and internal market risk model.

Mission
The VIE will work with market risk analyst in charge of monitoring and pricing of the Counterparty Risk and Market Risk of New York FO desks, mainly on the complex (exotic) products.

The VIE will participate in the daily Risk Monitoring of several desks.
The VIE will work on local and global projects.
The VIE will also support Risk Managers on ad-hoc requests.

During your VIE mission you will be in charge of these responsibilities:
  • Daily Risk Monitoring;
  • Compute Credit Value-At-Risk calculations on exotic payoffs
  • Help in the workflow in case of credit risk limit breaches
  • Participate in continuous improvement of our daily daily monitoring (automation, improving tools and pricers, work closely with risk managers and FO to define and validate risk factors)
  • Help document methodologies and processes
  • Projects
  • Work on new pricing methodology for the Credit Value-at-Risk of exotic payoffs
  • Update of Credit Value-at-Risk Indicative Level for FO for divers products
  • Develop new tools (e.g. tool to formalize a large quantity of correction at once, excel interface, etc.)


  • Profile
    The VIE assignment 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.
    Please see Civiweb www.civiweb.com , in order to have more details regarding your financial indemnities

    Your profile

    Graduate from Engineering school, Business School or University specialized majoring in Finance or Mathematics.
    You are fluent in English.

    Competencies
  • Critical thinking, analytical skills and Ability to work under pressure
  • Understanding & Respect with active listening, Attention to details and understanding of the information available to the Analyst to assess the risk
  • Innovation: Creativity, Adopt New Technologies, support changes and simplification
  • Commitment: Risk Awareness, Courage to express convictions, Empowerment and accountability, Self-motivated with strong work ethic
  • Team player: Collective and Open mindset, Synergies with my colleagues and good conflict management skills

  • Technical skills
  • Financial Mathematics & Derivatives Pricing Model
  • Proven technical expertise in risk modelling and exotic derivative pricing, gained through effective pricing tools development with either VBA, Excel, Python, C/C++, Matlab, SAS
  • Result oriented and pragmatic minded person
  • Adaptability
  • Attention to details, organizational skills


  • Evolution

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

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