V.I.E. Market and CCR application developper

The position is part of the RISQ division dedicated to Global Markets, located on the trading floor at Societe Generale Americas in New York City. Société Générale’s Metrics Monitoring Group (MMG) provides financial analysis, reporting and certification to multiple partners and stakeholders: Front-Office, Finance and Risk Management divisions.

Joining MMG will provide an opportunity to acquire and develop strong technical knowledge of products traded by the fixed income and equity derivatives teams as well as allowing you to develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.

The role offers extensive partnership with all the essential teams who manage transactions for the bank (including traders, risk managers, developers, Middle Office…) and will provide exposure to a broad range of functional teams. It will allow you to build a broad & deep understanding of the value chains.

Responsibilities

• Develop various certification and reporting tools
• Design and develop libraries to help analysts work with time-series datasets and run back-tests on statistical models
• Suggest, design, and develop tactical and long-term strategic solutions, which will become part of overall MMG framework/platform across P&L, income attribution, VaR, stress, CCR and Market Risk processes.
• Participate to the Digital Transformation of RISQ department (tactical developments, training on new technologies, etc)
• Set up advancement points with the users to present status and progress. Be able to propose a timeline and a project plan
• Participation to the production of various reports on P&L or market risk to understand the constraints to improve the process
• Insertion of artifical intelligence to automate analysis

A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions.

*Please note that it is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. Grade sheets are not accepted as justification of diploma.