Market Risk Analyst

Job Description

About the Job – Market Risk Analyst (Reference: 25000Q4B)

Societe Generale is seeking a highly motivated and quantitatively oriented individual to join their team. This role focuses on providing crucial analytical support to risk managers, preparing comprehensive risk reports, and developing a deep understanding of risk representation across various financial products.

Responsibilities (Main Accountabilities):

• Providing analytical support for the risk managers, including financial modeling.
• Prepare risk reports and presentations for various stakeholders.
• Understanding and analyzing risk representation of various traded products and other investments.
• Understanding issues surrounding regulatory and economic capital for market risk.

Required Profile:

Competencies:

• Strong quantitative orientation and analytical skills.
• Highly motivated individual.

Technical Skills:

• Ability to write VBA or script.
• Proficiency in Excel, Access, and strong SQL skills.
• Experience with PowerBI, Python.
• Demonstrated financial modeling skill.

Desired Qualifications & Experience:

While not strictly required, candidates possessing the following will be highly regarded:

• Very good knowledge of Credit and Structured products, including:
  • Credit Derivatives (CDS)
  • Financing products (Repos, Swaps)
  • Fixed Income products (Corporate, RMBS, CLOs, CMBS etc.)
• Advanced understanding of financial modeling, risk analysis and models (VaR, Stress test), and valuation models of financial products.
• First experience in Market Risk or trading.

Business Insight – About Societe Generale:

Our Culture:
At Societe Generale, we are guided by our four core values: commitment, responsibility, team spirit, and innovation. We foster an environment where engagement and consideration for others are paramount. We act ethically and with courage, focusing our collective talent and energy on shared success. We encourage experimentation and new ideas to best serve client needs and anticipate market changes. Societe Generale is deeply committed to strengthening bonds with colleagues, communities, and the world, as relationships are fundamental to our operations.

Diversity, Inclusion & Belonging (DIB):
Our DIB Mission is to recruit, develop, retain, and advance a talented workforce that is united in leveraging our diverse talents. We are dedicated to fostering an inclusive environment that enhances our competitive position and delivers innovative solutions to our clients. We strive to create a workplace where employee differences are valued, and where all employees feel engaged, supported, respected, and informed.

Compensation:
This role offers a competitive base salary (actual offer will vary based on skills and experience) and is eligible for an annual discretionary bonus. Societe Generale provides a comprehensive benefits package, including a 401(k) plan with company match, medical/dental/vision coverage, and other benefits supporting fertility, wellness, student loans, and commuters.

Diversity and Inclusion:
Societe Generale is an equal opportunity employer. We are proud to embrace diversity as a core strength of our company. We are committed to recognizing and promoting the talents and achievements of our employees and staff, regardless of race, religion, color, national origin, sex, disability, age, gender, sexual orientation, or any other characteristic or status protected under applicable law.

Societe Generale is dedicated to offering an inclusive recruitment experience. Should you require any reasonable accommodations during the recruitment process, please do not hesitate to inform our Recruiters.