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Job ref no.: CT3115703-01#0946

Market Activity Analyst

Societe Generale Hong Kong Branch

Mission

MAJOR ACCOUNTABILITIES/PRINCIPAL RESPONSIBILITIES:

The Product Control Group at SOCIETE GENERALE HK is looking for a Valuation and Risk Analysis Analyst to cover its market activity.
As a valuation and risk analysis analyst, you will be responsible of the production, analysis, comments and diffusion of the economic result
and official risk metrics on your perimeter. You will be part of a transversal team within Market Analysis and Certification department with a
focus on the regulatory aspects impacting the bank (Volcker, French Banking Low etc
Your mission will consist on (but not limited to) :

Risk Analysis:
  • Produce and certify official risk metrics
  • Work on the implementation, production and certification of regulatory metrics (VOLCKER, French Banking Low etc
  • Produce and certify the daily official stress test and VaR for MARK Asia.
  • Set up new risk analysis/sensitivities when needed.
Income Attribution:
  • Produce independently and certify the daily and monthly economic results to FO, MPC and Group management,
  • Provide PnL analysis by risk factors/strategy and comments in interaction with MPC / Valuation and RISQ department,
  • Working with the team to move forward towards an independent analysis of the PnL, writing PnL commentary on a daily basis ininteraction with MPC / Valuation and FO department,
  • Validate and publish the official economic results in D+1 to GBIS management,
Accounting Certification :
  • Work closely with the accounting/economic reconciliation team on discrepancies,
  • Preparation of other reports for internal counterparts, authorities, auditors etc
Marketdata Certification :
  • Certify the accuracy of the marketdata used for revaluation.
Projects :
Service to Front-Office
Owing to the proximity to business we also:
  • Monitor the risks for Front-Office
  • Set-up ad hoc pricing / scenario according to the trading / product specifics
  • Conduct specific investigation on pnl moves on top of the regulatory requirements and assess realized pnl against traders’ estimations
  • Be an essential element and referent for all the partners for most project assigned by your manager
  • New products and participation in transversal projects, as and when requested by management.
Product Coverage: Product Coverage: Fixed income products. (exotic)
Regional Coverage : Asia-Pacific

Profile

Mandatory skills:
  • At least 5 years' relevant experience to qualify at VP level
  • Major in Mathematics, IT or Finance & Banking
  • Valuation knowledge on derivative products
  • Programming skills ( VBA )
  • Good grasp of PnL, Risks and control, understanding of accounting principles is a plue
  • Project and process change experience is a plus
  • Fluent English compulsory,
  • Pro-active, critical thinking, and rigorous,
  • Good communication and organizational skills

 

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More job information
Job ref no. CT3115703-01#0946
Salary
  • N/A
Job Function
Industry
Employment Term
  • Permanent
  • Contract
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Non-management level
Education
  • Degree