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As part of Market Risk department in Asia, BMC teams frame market risks from the desks originating transactions from Asia (either local booking or global booking). The teams are organized by asset classes (Credit - Equity/CTY - Fixed Income), measurement of the counterparty risk is managed by a forth dedicated team. He/She reports to the Head of Market Risk and functionally to the Head of RISQ/MAR/BMC/RFE. Scope RISQ/ASI/MAR/BMC frames market risks of SGCIB Asia business lines linked to Rates (including non linear product), Forex and Emerging coming from SG Asia business lines.
Oversee activity and exposures to market risk for the framed activities of SG Asia, and provide the local and global management with sound analysis and reporting;
Provide a framework of limits/thresholds for the market risk according to the delegation set-up; according to the local and global delegation framework
Analyze transactions and provide authorization according to the local and global framework ;
Collaborate with the global projects or the global governance leads by BMC, CAR, GFR, CME;
Define, in collaboration with the global team, measures and methodologies to assess market risks and counterparty risks while combining market and counterparty expertise;
Contribute to the definition of valorization methods of market transactions;
Contribute to the definition of internal regulatory model, including the analysis of the model outcomes;
Be vigilant on other types of risk.
1) Provide a framework of limits/thresholds for the market risks on the framed perimeter
Define the appropriate metric to frame the activity
Propose limits/thresholds coherent with SG group and SG Asia risk appetite
Assess FO requests on limits/thresholds increase / decrease
Review the framework on a regular basis
Define measures and methodologies in coordination with Paris;
2) Exposure/Market monitoring
Follow-up of the positions, the market and execute market intelligence (including regulatory changes)
Discuss with FO at both desk level and FO management at region level
Alert about key event simultaneously ASIA and global management, including regional CRO and/or RISQ/MAR/DIR and/or RISQ/MAR/BMC
Contributes to key reports and instructs Management requests
Set up relationships with local partners (MACC, DFIN teams for example)
3) Analyze transactions
Analyze transactions outside of FO delegation, in cooperation with the other RISQ/ASI department and/or with the global teams when necessary
Assess the transaction and provide the assessment memo according to Market Risk standard
Inform the global and local management when the transaction is in your delegation
Present the assessment to the global and local management when the transaction is outside your delegation
4) Collaborate with the global projects or the global governance
Contribute to the regular comments of the ASIA Market Risk Committee and participate or lead specific focuses for management reporting when requested
Participate to the Income Attribution process according to the policies and procedure
Participate to the Internal models Backtesting and Analysis according to the policies and procedure
Collaborate to any other ASIA or global projects lead when requested
Degree and level of Autonomy
Job requiring: - A Good knowledge of the market operation, and the issues related to the measurement and follow-up of the PnL, IA, market and credit risks allowing to work autonomously - To take a lot of decisions or initiatives, and to implement good coordination and partnership skills.
Internal & External contacts In contact with various teams: - Other RISQ/MAR teams - Support functions: OPER and ITEC. - The Front Office
Specific context Trading floor environment
Education Post graduate degree from good university in finance, economics, or mathematics
Languages English as the main language Technical Skills Good quantitative skills Strong knowledge of the market and the instruments of the business line oversee Understanding of the regulatory and compliance environment Good communication with traders, support functions and global teams outside Asia. Personal abilities Analysis and synthesis skills Ability to prepare decisions and if necessary support them at different levels of hierarchy Solution-focused, business oriented and proactive Strong risk culture and reliable professional conduct Pragmatism Good communication skills Team spirit