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The MMG Group is searching for a Market & Certification Analyst. The traded financial instruments include shares, funds, Indexes and derivatives such as Listed/OTC Options, Futures/Forwards, Swaps, Repo agreements, Currency transactions and structured products. The responsibilities include:
Working closely with the trading teams to develop a deep knowledge of their business and clients;
Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc);
Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
Contribute to the backtesting of the VaR;
Specific analysis to explain risk exposure and/or business performance to our different partners
Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
Certification of the Profit & Loss and Income Attribution of the trading desk;
Publish commentary about the Daily and Monthly P&L to senior management;
Reconciliation of month end Economic P&L to the general ledger;
Liaison with other departments to work on transversal and regulatory projects;
Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
Creation of daily and weekly Dashboards in order to better monitor the trading activity;
Strong interpersonal skills
Handle various ad-hoc requests
Prone to take initiatives
Reactive, detail-oriented, driven to work in a fast learning environment
Solid verbal and written communication skills
Ability to prioritize and work in a dynamic, deadline-focused environment
Self-motivated and proactive
Willingness & a strong desire to learn
Technical skills Required: Knowledge of Equity derivative instruments Strong analytical and mathematical skills Proficient VBA/SQL programming
Knowledge of volatility instruments would be a plus
Python programming language.
Prior Work experience
Experience in a financial industry company with good knowledge of Equity risk and P&L metrics.
Master in Financial Engineering or Finance
*This is a full time internships, 40 plus hours a week, and is expected to last for 12 months. You must be able to work 40 hours Monday - Friday through out the entire internship.
Metrics Monitoring Group is providing financial analysis and reporting to the different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
The position is an integral part of the support team MMG, dedicated to the Equity Derivatives business line of MARK (Global Markets) at SG Americas offices in New York City. The main missions of the team are to:
Produce, certify and publish the risk and P&L metrics of the trading desk;
Help traders understand and manage their positions and risks through various reports and analysis;
Be a major contributor to the different regulatory projects that impact the bank.
We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.
Job code: 2000003A Business unit: Group Corporate Functions Starting date: 17/02/2020 Date of publication: 03/01/2020