Market Activity Analyst, Cross Business

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Not specified
  • Societe Generale
  • 21 Jun 18 2018-06-21

Market Activity Analyst, Cross Business


Environment

Societe Generale 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.

The Market Activity Certification Community (MACC) department at SGCIB Hong Kong is looking for a senior to join the Cross Business Analysis (CBA). 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.

As a traversal group, MACC / CBA is in charge of production and certification of various metrics including market risk, VAR back-testing, counterparty credit risk, credit valuation adjustment, liquidity, margining and Risk Weighted Asset. CBA team in APAC region has a double-objective of taking part of certification on global metrics and supporting directly the chief risk officers (CROs) across the region.

Mission

Key Responsibilities

The role requires close co-operation with worldwide MACC 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 under MACC responsibility
  • Enhancing coverage within the region on global CBA process including market risk, counterparty risk, liquidity risk, XVA, CSA related subjects, collateral dispute, RWA, Margining, PNL and Sales Credit etc
  • Other regulatory topics as required


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