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Metrics Monitoring Analyst, VP - Corporate and Investment Banking Hong Kong
May 23, 2020
The Risk Analyst focuses on Fixed income activities (MMG/FIC), and its production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter. MMG is the main point of contact of DFIN and FO management and is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk.
Produce independently and certify the daily and monthly economic results to FO, MMG DIR and CIB/Group management,
Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MMG 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,
Market Risk Certification
Produce, certify and monitoring of the official market risk metrics (VaR, STT, Consumptions) as specified by market risk analysts
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
Work closely with the accounting/economic reconciliation team on discrepancies
PnL and Market Risk
Production, certification and reporting of main metrics at different levels:
PnL & Income Attribution, Risks metrics (VaR, Stress Test), Market data
Perform analysis of the pnl and risk metrics
Market risk analysis/limits and follow up
Actively manage internal clients' requests and propose solutions.
Actively contributing to IS strategy and project execution
Implement and ensure processes are in compliant with audit, compliance, and regulation
Independently manage, deliver, execute projects
Participation in transversal projects, as and when requested by management.
Participate to on-going improvement in the processes
Minimum 7 years of experience in Market Risk monitoring or Product Control
Understanding of Exotics products and their pricing models.
Good communication skills both verbal and written
Programming skills is a plus (vba, python, C#)
Fluent in English
Société Générale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth. SGCIB is the Corporate and Investment Banking arm of Société Générale Group. Present in over 50 countries across Europe, Americas and Asia, SGCIB provides corporate, financial institutions, investors and public-sector clients with value-added integrated financial solutions. Within the Market Risk department in Asia, MMG team's major missions are to independently monitor the capital markets activities, to support the development of the business and to meet the regulatory challenges of tomorrow
Metrics Monitoring Group primary mission is to produce, analyze, certify and monitor financial and risk metrics of the Global Markets (MARK) activities. The activities covered by MMG include Equities & Derivatives, Fixed Income & Currencies, Commodities (CTY), and Prime Services (PRM).
MMG oversees indicators production and certification, business project operational implementation (including FRTB), and exposure follow-up by trading desk on MARK business lines:
MMG/FIC on FIC and CTY perimeters, as well as SG entities which are not in the wholesale perimeter, mainly on FIC underlying
MMG/EQY on EQD and MGT perimeter, as well as the CVA desk
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.