Lead Expert-Market Risk
BengaluruFull-time5–9 yrsPosted open since may 2026
Senior risk role at Societe Generale in Bengaluru. Needs 5+ years and a CFA.
About the role
Lead Expert-Market Risk at Societe Generale. Monitoring, Producing, Certification of Credit VAR, EAD, SACCR, Leverage Ratio (BASEL II.
What you'll do
- Monitoring, Producing, Certification of Credit VAR, EAD, SACCR, Leverage Ratio (BASEL II
- Recalibration of relevant & updated Market factors for Simulation
- Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements
- Work closely with Sales/Trader/RISQ to have a CVaR simulation
- Assist in development to maintain and enhance the existing process and procedures and guidelines
What you need
- Market risk
- Credit risk
- CFA
- Reporting
- Financial statements
- Risk management
Good to have
- Python
- SQL