Market Activity Analyst - Corporate and Investment Banking Hong Kong
The role requires close co-operation with worldwide RISQ teams and various departments in the region. The principal missions of the position would consist of:
- Risk metrics monitoring and certification to suit the needs within the local regulatory context in Asia. Provide coverage and governance around local specific risk certification process
- Providing consolidated PnL reporting and explanation to senior management
- Coverage within the region on global XBC process including market risk, counterparty credit risk, country risk, XVA, CSA-related subjects, collateral dispute, RWA, Margining, and PNL
All our positions are open to people with disabilities Profile Key Skill Areas & knowledge Required:
- University degree or equivalent, preferably in Finance, Risk management, Engineering or mathematics;
- Understanding of market and counterparty risk and credit valuation adjustment;
- Understanding of global market activities and OTC derivatives;
- Enterprising, curious, pro-active, rigorous, team spirit;
- Minimum of 3 years experience on Risk topics
- Good communication and organizational skills;
- Fluent English compulsory and French is a plus;
- Strong Excel skill required and VBA programming skill preferred;
- Knowledge of regulatory requirements is a plus.
The Risk department at SGCIB Hong Kong is looking for a senior to join the Metrics & Consolidation (XBC) team under RISKS ON MARKET ACTIVITIES AND ALM (RMA). An ideal candidate should have good understanding of risk and also of OTC derivatives. Knowledge of or experience with VBA coding and international regulations will be a plus. Working environment:
SGCIB is the Corporate and Investment Banking arm of the 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.
As a transversal team, XBC is in charge of production and certification of various metrics including market risk, VAR back-testing, counterparty credit risk, credit valuation adjustment, margining and Risk Weighted Asset. XBC team in APAC region has a double-objective of taking part in certification on global metrics and supporting directly the Chief Risk Officers (CROs) across the region.
Job code: 19000IDY
Business unit: Societe Generale Hong Kong Branch
Starting date: Immediate
Date of publication: 22/07/2019