V.I.E. Market Risk Analyst

Responsibilities
Our team is providing financial analysis, reporting and certification to different partners and stakeholders: Finance, Front-Office and Risk Management divisions.
The position is an integral part of the Metrics Monitoring Group (MMG) part of RISQ division, dedicated to the Equity Derivatives business line of Global Markets at Societe Generale Americas offices in New York City.
Joining MMG is the opportunity to acquire and develop strong technical knowledge of various products traded by the fixed income derivatives team, develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
The role offers extensive partnership with all the essential teams who managed these transactions for the bank (including traders, risk managers, developers, Middle Office, etc.) and exposure to a broad range of functional team.
It will allow you to build a broad & deep understanding of the value chain.
The position is located directly on the trading floor within the equity business lines.

Responsibilities:

Certify the main Risk metrics of each desk (VaR, STT and SVaR)
Produce, Certify and publish the Risk and P&L metrics of the trading desk
Be a major contributor to the different regulatory projects that impact the bank
Work closely with the trading teams to develop a deep knowledge of their business and clients
Certification of Greeks and sensitivities to different Risk factors (Spot, Volatility, Dividend, Repo, Forex etc)
Certification of the Profit & Loss and Income Attribution of the trading desk
Publish commentary about the Daily and Monthly P&L to senior management
Liaison with other departments to Work on transversal and regulatory projects
Continuous enhancement of P&L/Risk processes and systems using programming and ITEC teams for the global industrialized tools