Expert - Counterparty Credit Risk (Ponderation)
BengaluruFull-timeJunior levelPosted 1 week ago
Finance role at Societe Generale in Bengaluru.
About the role
Expert - Counterparty Credit Risk (Ponderation) at Societe Generale. As an Analyst in Bangalore CRF Ponderation team , your main missions will be to.
What you'll do
- Counterparty Credit risk metrics computation
- Compute CCR metrics such as EE (Expected Exposure), PFE (Potential Future Exposure) and Country Risk for various Exotic Derivatives
- Compute LTV (Loan to Value) for various financial assets like Bonds, Funds and Structured Products
- Document and provide commentary on the figures
- Respond to Risk Managers or Front-Officers requests and queries
What you need
- Credit risk
- Reporting
- Excel
- VBA
- Python
- Capital markets
Good to have
- Market risk
- Valuation
- Risk management