Lead Expert-Market Risk

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

• 5–9 yrs of experience
• Market risk
• Credit risk
• CFA
• Reporting
• Financial statements
• Risk management
• CFA

Good to have

• Python
• SQL