Expert - Market Risk/PNL
BengaluruFull-timeJunior levelPosted 1 week ago
Risk role at Societe Generale in Bengaluru.
About the role
Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L. Practicing appropriate controls and reviews Daily P&L numbers and Adjustments.
What you'll do
- Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process
- Close contact with Traders to explain the daily P&L and provide swift service traders to adhoc request
What you need
- Market risk
- Financial statements
- Capital markets
- Valuation
- Reporting
- Accounting