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Market Risk Officer
Societe Generale
New York, NY, United States
Job Details - this job has expired, please see similar jobs below
Environment
The Risk (RISQ) Division's mission is to contribute to the development of the Societe Generale Group's activity by facilitating the objectives of the Business Lines while maintaining independent oversight through risk evaluation and monitoring. The Risk division in the US supports all the activities in the Americas Region (US, Canada and Latin America), which is almost exclusively capital markets oriented.
Mission
You will report primarily to a Senior Market Risk Officer from the Market Risk Department. Focus will be on Interest Rate and Credit Exotic desks within Fixed Income.
Day to day responsibilities may include:
• Help providing a framework of limits/thresholds for the market risk according to the delegation set-up and appropriate for SGUS operations.
• Daily monitoring of exposures and activity of trading desks based.
• Analyzing transactions and providing recommendation to delegated Risk Officer
• Help to improve measures and methodologies to assess the market risk while combining market and counterparty expertise, including stress testing
• Help to contribute to the definition of valuation methods of market transactions
Profile
Competencies:
• Strong quantitative and analytical skills
• Highly motivated and fast learning individual
• Knowledge of Interest Rate and Credit Derivatives, including second order Greeks such as Gamma and Vanna.
• Knowledge of risk analysis and appreciation of valuation models of financial products
Technical Skills & Knowledge:
• Proficiency in VBA or script
• Excel
Qualifications (Experience, Education, Languages)
• Bachelor degree with a major in Finance
2+ years of experience in a market risk role