Risk and Valuation M/F - VIE New York Risk and Valuation M/F - VIE New York …

SOCIETE GENERALE
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
SOCIETE GENERALE
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Risk and Valuation M/F - VIE New York
Environment
The Market Analysis and Certification Community (MACC) department at SOCIETE GENERALE USA is looking for a Market Activity Analyst to work in the team - focusing on FIC(Fixed income) and CTY(Commodity) activity. You will be responsible of the production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter. The role is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L /risk/regulatory report

Mission
Your mission will consist on (but not limited to) :

PnL Certification
• Produce independently and certify the daily and monthly economic results to FO, MACC and CIB/Group management,
• Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MACC/Valuation and RISQ department,
• Certify the official market parameters used for the calculation of daily PnL
• Validate and publish the official economic results in D+1 to management,
• Facilitate FO on estimation and explanation of D+0 P/L (evening PnL)

Market Risk Certification
• Produce, certify and monitoring of the official market risk metrics (VaR, STT, Consumptions) as specified by market risk department (RISQ/MAR)
• Provide analysis and explanations on the market risk metrics. Follow-up of local specifities (e.g. regulatory reporting)
• Facilitate FO on risk monitoring - i.e. providing daily and ad-hoc risk analysis reporting support

Projects/Development

• Optimize process
• Develop new tools

Product Coverage : Fixed income and Commodities
Regional Coverage : AMERICA

Profile
Graduate with a Master degree from Engineering/Business school or University, majoring in Finance

A previous experience in Investment Banking would be appreciated.
You are fluent in English.
You are proficient in Office application
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