Expert - Counterparty Credit Risk (Ponderation)

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
• Any graduate

Good to have

• Market risk
• Valuation
• Risk management