Market Analysis and Certification
Societe Generale
Responsibilities
The MMG Group is searching for a Market & Certification Analyst.
The traded financial instruments include bonds, ETF, Indexes and Fixed Income products such as forex, Options, , Swaps, CDS, Currency transactions and structured products.
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Working closely with the trading teams to develop a deep knowledge of their business and clients;
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Production and certification of Greeks and sensitivities to different risk factors
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Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
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Contribute to the backtesting of the VaR;
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Specific analysis to explain risk exposure and/or business performance to our different partners
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Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
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Certification of the Profit & Loss and Income Attribution of the trading desk;
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Publish commentary about the Daily and Monthly P&L to senior management;
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Reconciliation of month end Economic P&L to the general ledger;
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Liaison with other departments to work on transversal and regulatory projects;
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Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
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Creation of daily and weekly Dashboards in order to better monitor the trading activity;