Senior Analyst - Market Risk Societe Generale Global Solution Centre

2.0 - 6.0 years

0 Lacs

karnataka

On-site

As a Monitoring Analyst in the CSA team at Socit Gnrale, your primary responsibility will be to analyze CSA negotiations to foresee the impacts on PnL related to funding (FVA) and counterparty risk (CVA). You will be required to calculate the PnL and Risk Analysis effects for various Front office entities such as Trading, CVA Desk, Sales, and CORI. It will be your duty to coordinate decisions among Front office stakeholders before signing the CSA agreements based on your predictions. Additionally, you will manage XOne CSA pricing tables utilized by all SG valuation engines like Agreg, RiskOne, Cockpit, and Bacardi. Your role will involve anticipating non-standard CSA clauses that may influence CVA/FVA fees charged to Trading desks. Furthermore, you will contribute to valuation and business projects focusing on adapting the bank to new environments, including CSA pricing and IM Var. Participation in studies related to new market practices and models will also be part of your responsibilities. Your tasks will include optimizing and automating processes to enhance efficiency. Your product coverage will span across Equity derivatives, IRS, CDS, FX forwards, Options (vanilla and exotic), Commodities, and Structured products. This role is based in Paris. To be successful in this role, you should ideally possess a post-graduate degree in Finance & Banking and have a minimum of 2 to 5 years of experience in Valuation/Product control or similar roles. A strong understanding of OTC Derivative products, particularly IRS, CDS, FX-Forwards, and Options, is essential. Knowledge of ISDA/CSA is required along with good communication and organizational skills, the ability to multitask in a challenging and fast-paced environment, and proficiency in Excel. At Socit Gnrale, we believe in the power of individuals to drive change and shape the future. If you are looking to make a direct impact, grow in a dynamic and supportive environment, feel valued on a daily basis, and enhance or build on your expertise, then this opportunity is tailored for you. Joining us means being part of a culture that encourages creativity, innovation, and action. Our employees have the chance to contribute to various initiatives, from supporting people in need of professional guidance to engaging in charitable activities. We value diversity and inclusion and provide opportunities for our employees to give back to society through various solidarity actions. If you are someone who enjoys challenging work, values personal growth, and wants to be part of a team that is committed to making a positive difference, then Socit Gnrale is the place for you.,

Posted 1 week ago

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