Jobs

Interviews
Job Alerts
Tools

Upskill and Grow with AI

Mock Interview Practice interviews in realistic simulations

Coding Practice Improve your coding skills with challenges

Certification Earn certifications to validate your skills

AI Learning Get trained with AI expert sessions

Career Path AI insights for smarter career decisions

AI Job Match Score AI-Powered Job Match Against Your Resume and Optimize Your Resume

Career Tools and Resources

Resume Builder Build Professional Resume with Ease

ATS Friendliness Check Check Resume Friendliness for Applicant Tracking Systems

Auto Apply Apply to hundreds of jobs on any platform effortlessly

Co-Pilot (Chrome Extension) Your AI Assistant for Seamless Browsing Efficiency

Interview Questions Streamline interviews with ready-to-use questions

Salaries Discover market-driven salary insights across skillsets and geographies

Companies Explore leading companies actively hiring talent
For Employers

Jobs

Interviews

Home
>
Jobs in Bengaluru
>
Societe Generale Global Solution Centre
>
Senior Analyst - Market Risk/PNL

Senior Analyst - Market Risk/PNL

Name: Jobpe
Address: T-Hub, Plot No 1/C, Sy No 83/1, Raidurgam panmaktha, Knowledge City Rd, Hyderabad, Telangana, 500081, IN
Telephone: +91-83339-09630
Price range: Free

Societe Generale Global Solution Centre

4 - 7 years

11 - 15 Lacs

Bengaluru

Posted:14 hours ago| Platform:

Apply

Skills Required

risk management var investment banking greeks stress testing financial risk management equity risk analysis excel derivatives fx valuation fixed income derivatives front office market risk management market risk fixed income communication skills

Work Mode

Work from Office

Job Type

Full Time

Job Description

PnL Responsibilities

1. Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.

2. Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new deals

3. Analysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.

4. Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches

5. Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic PL.

6. Practicing appropriate controls and reviews Daily PL numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with PL are mitigated quickly.

7. Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process

8. Close contact with Traders to explain the daily PL and provide swift service traders to adhoc request

9. Having good analytical skills to perform manual valuation of the Products for the respective asset classes

Market Risk Responsibilities

1. Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products.

2. Sound understanding of Sensitivity (Greeks) Shock approach and Full Valuation methodology to explain the market risk move and level.

3. Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc.

4. Level and Move analysis of the market risk metrics and sensitivities with proper justification.

5. Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches.

6. Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc.

Generic Responsibilities

- Focus on error free production with the stipulated time bound process.

- Having good analytical skills to perform manual valuation of the Products for the respective asset classes.

- Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process.

- Effective communication to highlight issues in the validation process to the BGL management and Regions.

- Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process

- Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution.

- Should be able to work in a team environment and should work towards the teams goals as priority

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific Interview

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

Enhance Your Skills

Practice coding challenges to boost your skills

Start Practicing Now

Societe Generale Global Solution Centre

Banking

Paris

Login to

Please Verify Your Phone or Email

Confirm Action

Search

Profile

Upskill and Grow with AI

Senior Analyst - Market Risk/PNL