Senior Counterparty Credit risk Analyst

As a Counterparty Risk Analyst at Societe Generale, you will be part of the Market RISQ Department and play a crucial role in managing regulatory models for counterparty risks and market risks for the trading portfolio. Your responsibilities will include performing counterparty risk analysis, computing credit risk metrics, and ensuring accurate reporting and controls. To excel in this role, you should have a quantitative background in risk management or valuations across asset classes, possess excellent communication skills, and be proficient in using MS Excel and VBA. **Key Responsibilities:** - Perform Counterparty Risk Analysis by documenting and providing commentary on the analysis performed. - Compute credit risk metrics such as EE, PFE, Loan-to-Value, and certify the accuracy of the figures. - Respond to sales requests, queries from risk managers, and front-officers promptly and efficiently. - Continuously improve reporting and controls by supporting system upgrades and updating operational procedures. **Qualifications Required:** - Background in a quantitative role within risk management or valuations across asset classes. - Excellent communication skills, both oral and written. - Detail-oriented with strong analytical and synthesis capacity. - Proficiency in MS Excel and VBA; knowledge of Python is a plus. - Good understanding of different measures of Counterparty Credit Risk such as EE, PFE, and EEPE. - Strong soft skills including leadership, structured approach, rationality, pro-activity, and team spirit. Joining Societe Generale's GRM team in Bangalore will provide you with the opportunity to work on challenging risk models and make a significant impact within the organization. If you are looking for a dynamic role where you can leverage your quantitative skills and contribute to the growth of a leading financial services group, this position is ideal for you.,