FIC Valuation & Risk Analyst

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Societe Generale
  • 17 Jul 18 2018-07-17

FIC Valuation & Risk Analyst


Environment

Global Banking & Investor Solutions (GBIS) is one of the 3 main divisions under the Societe Generale (SG) Group. With 20,000 employees and a global coverage in more than 50 countries, GBIS provides services in corporate and investment banking, asset management, private banking and securities services around the world. GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.

Market Analyst & Certification Community (MACC) is a support function department within GBIS division. The primary mission of MACC department is to produce, analyze, certify and monitor financial and risk metrics of the global market activities. The activities covered by MACC include Equities & Derivatives, Fixed Income & Currencies, Commodities, and Prime Services (Agency).

As a regional hub of Asia Pacific, HK MACC's function covers activities in countries such as Hong Kong, Singapore, Korea, Japan, Taiwan, India, China and Australia.

Mission

As a junior Valuation & Risk Analyst focusing on Fixed Income (FIC) activity, you will be responsible of the production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter. The role is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk. Your mission will consist of (but not be limited to) :

  • PnL and market risk metric certification
  • Monitor market risk limits and follow up breaches
  • Support business lines, risk and finance departments on evolution and ad hoc requests


Profile

  • Top-level school, major in Finance or Engineering
  • Minimum 4 years experience in market risk, product control or other similar function (Associate Level)
  • Good understanding of capital market, and in particular the strategies and products on the equity derivative
  • Good understanding of valuation and risk of FIC products, and the control frameworks applied
  • Understanding of accounting principles, change experience, VBA skills is a plus
  • Fluent English compulsory
  • Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player
  • Good communication and organizational skills, professional maturity, change leadership and vision