Senior Valuation & Risk Analyst
- Hong Kong Hong Kong Hong Kong HK
- Permanent, Full time
- Societe Generale
- 23 Sep 18 2018-09-23
Senior Valuation & Risk Analyst
Societe Generale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth.
Global Banking & Investor Solutions (GBIS) is one of the 3 main divisions under the Societe Generale (SG) Group. With 20,000 employees and a global coverage in more than 50 countries, GBIS provides services in corporate and investment banking, asset management, private banking and securities services around the world. GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.
Market Analyst & Certification Community (MACC) is a support function department within GBIS division. The primary mission of MACC department is to produce, analyze, certify and monitor financial and risk metrics of the global market activities. The activities covered by MACC include Equities & Derivatives, Fixed Income & Currencies, Commodities, and Prime Services (Agency).
As a regional hub of Asia Pacific, HK MACC's function covers activities in countries such as Hong Kong, Singapore, Korea, Japan, Taiwan, India, China and Australia.
As a Senior Valuation & Risk Analyst focusing on equity derivatives (EQD) activity, you will be responsible of the production, analysis, comments and diffusion of the official economic P&L and market risk metrics of your perimeter. You will be, as a senior member of the team, the main point of contact of DFIN, RISQ and FO management on your perimeter. The role is also responsible for facilitating trading desks on ad-hoc reporting and analysis needs linked to P&L and risk. Your mission will consist of (but not be limited to) :
1. PnL Certification
- Produce independently and certify the daily and monthly economic results to FO, MACC and CIB/Group management,
- Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MACC / Valuation and RISQ department
- Certify the official market parameters used for the calculation of daily PnL
- Validate and publish the official economic results in D+1 to management,
- Facilitate FO on estimation and explanation of D+0 P/L (evening PnL)
2. Market Risk Certification
- Produce, certify and monitoring of the official market risk metrics (VaR, STT, Consumptions) as specified by market risk department (RISQ/MAR)
- Provide analysis and explanations on the market risk metrics. Follow-up of local specifities (e.g. regulatory reporting)
- Facilitate FO on risk monitoring - i.e. providing daily and ad-hoc risk analysis reporting support
- Work closely with the accounting/economic reconciliation team on discrepancies,
- Cooperate with CFO for Monthly/Quarterly activity's trend comments.
- Preparation of other reports for internal counterparts, authorities, auditors etc
- Independently sponsor and deliver projects assigned by the department
- New products and participation in transversal projects, as and when requested by management.
- Participate to on-going improvement on income attribution, pnl comment, certification of market risk metrics
- Optimize process in order to reduce the global lead-time for publication of PnL and Market risk metrics
1. Top-level school, major in Finance or Engineering
2. Minimum 8 years experience in market risk, product control or other similar function (VP Level).
3. Good understanding of capital market, and in particular the strategies and products on the equity derivative, specifically on the exotic side.
4. Strong understanding of valuation and risk of EQD products, and the control frameworks applied
5. Independent, reliable, capable to make decision base on his good judgment
6. Understanding of accounting principles, change experience, VBA skills is a plus
7. Fluent English compulsory
8. Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player
9. Good communication and organizational skills, professional maturity, change leadership and vision.