Market Risk Officer - Associate

About the position

The Market Risk Officer - Associate position at Societe Generale involves producing, certifying, and publishing risk and P&L metrics for US business lines. This role is integral to the Metrics Monitoring Group within the Risk Management Department, focusing on the Equity and Fixed Income Derivatives business line. The position requires strong analytical skills and programming knowledge to enhance risk processes and systems, while also providing support to various teams to understand positions and risks.

Responsibilities

• Produce, certify and publish the risk and P&L metrics of US business lines.
• Aggregate and certify market risk metrics at SGUS, FIC, and EQD level on a daily basis.
• Monitor risk limit consumptions and follow up on breaches with Front-Office and Risk management.
• Certify the Profit & Loss and Income Attribution for FIC and EQD business lines.
• Publish commentary about the different metric highlights to senior management.
• Provide support to Front Office and risk managers to understand positions and risks through various reports and analysis.
• Create daily and weekly dashboards to monitor trading activity.
• Work efficiently with different teams to answer business needs and improve desk processes.
• Continuously enhance P&L/Risk processes and systems using programming (VBA, Python) and collaborate with IT teams for global tools.
• Develop and improve dashboards using PowerBI.

Requirements

• Knowledge of derivative instruments
• Strong analytical and mathematical skills
• Proficient in VBA/Python programming
• Strong interpersonal skills
• Ability to handle various ad-hoc requests
• Proactive and detail-oriented
• Solid verbal and written communication skills
• Ability to prioritize and work in a dynamic, deadline-focused environment
• Self-motivated and proactive
• Willingness and strong desire to learn
• Master's degree in Financial Engineering or Finance

Nice-to-haves

• Knowledge of volatility instruments
• Knowledge of BI tools (Tableau, PowerBI)
• Familiarity with machine learning algorithms
• Experience in a financial industry company with knowledge of Fixed income risk and P&L metrics
• Business insight

Benefits

• Hybrid work arrangement
• Diversity and Inclusion initiatives
• Professional development opportunities