Equity Market Analysis & Certification

Responsibilities

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;

Profile required

Technical skills:
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.

Competencies Required:
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

Experience in a financial industry company with good knowledge of Equity risk and P&L metrics.

Education:
Masters in Financial Engineering or Finance

Business insight

The Metrics Monitoring Group at Societe Generale 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 for 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.

The position is located on the trading floor.

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.

Reference: 21000JB1

Entity: SG Americas Securities

Starting date: 2021/07/19

Publication date: 2021/06/15