Counterparty Risk Analyst

Job Detail

  • Gender No Preferences
  • Job Role Others
  • Career Level Qualified Professional - Experienced
  • Functional Area Others
  • Experience

  • Min (Experience) 4
  • Max (Experience) 5
  • Qualifications

  • Graduation Any Graduation
  • Post Graduation Any Post Graduation
  • Walk-In Details

  • Company Details

  • Company Name SOCIETE GENERALE
  • Company Details
    At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Job Description

RESPONSIBILITIES

Counterparty Risk Analysis

  • Pay-off analysis of financial derivatives on various underlying asset
  • Document and provide commentary on the analysis performed.
  • Respond to Sales requests or any other related queries

Credit risk metrics computation

  • Compute and certify metrics such as CVaR, Loan-to-Value.
  • Document and provide commentary on the metrics to relevant stakeholders.
  • Respond to Risk Managers or front officers ‘ requests and queries.

Reporting & Controls

  • Various reporting of Asset and Pay-off analysis to the client and internal partners.

Continuous improvement

  • Support potential system information upgrades or business evolution
  • Document and update operational procedures

PROFILE REQUIRED

  • Background in a quantitative role within risk management across asset classes i.e., equities/ rates/ fx/ credit in a financial institution
  • Excellent knowledge and understanding of a wide variety of exotic derivatives structures and their payoff.
  • Close to 5 yrs of overall experience in derivatives pricing, market risk and counterparty credit risk assessment.
  • Proficiency in MS Excel is a must. Knowledge of VBA, computing and scripting languages (Python, R..) is desirable.

Required skills