Market Risk Analyst

Job Description

Internship – Credit & Structured Finance, Market Risk | Societe Generale

The Tone:
This is an internship at Societe Generale, a global financial institution committed to strengthening bonds with colleagues, communities, and the world. This role is crucial for providing essential analytical and reporting support to risk managers. The intern will contribute to understanding and managing market risk across a diverse portfolio of financial products, aligning with the company’s core values of commitment, responsibility, team spirit, and innovation.

The TL;DR
• Role: Internship
• Mission: Provide analytical and reporting support to risk managers to understand and manage market risk for various financial products.
• Tech Stack: VBA, script, Excel, Access, SQL, PowerBi, Python, Financial modeling

What You’ll Actually Do
• Support: Provide analytical assistance to risk managers, including financial modeling.
• Report: Prepare comprehensive risk reports and presentations.
• Analyze: Understand and analyze the risk representation of diverse traded products and other investments.
• Research: Comprehend issues surrounding regulatory and economic capital for market risk.

The Must-Haves
• Background: Internship level. Possesses strong quantitative orientation and analytical skills.
• Experience: Desired: First experience in Market Risk or trading.
• Skills: Ability to write VBA or script; proficiency in Excel, Access, and strong SQL skills; experience with PowerBi and Python; and financial modeling skill.
• Bonus: Desired: Very good knowledge of Credit and Structured products, including Credit Derivatives (CDS), Financing products (Repos, Swaps), and Fixed Income products (Corporate, RMBS, CLOs, CMBS etc). Familiarity with financial modeling, risk analysis models (VaR, Stress test), and valuation models of financial products is also desired. A highly motivated individual is preferred.