Internship - Credit & Structured Finance, Market Risk

Societe Generale Americas; New York (NY); On-site; USD 90,000 - 130,000; Full time

Job summary

Societe Generale Americas seeks a risk analyst to support risk managers with analytical modeling, reported risk figures, and presentations. The role involves evaluating risk representations of traded products and capital considerations, leveraging VBA/SQL, Excel, Power BI, and Python to deliver insightful analyses.

The ideal candidate has strong quantitative abilities, is highly motivated, and has experience in market risk or trading.

Qualifications

• Strong quantitative orientation
• Analytical skills required
• Ability to analyze risk and financial data

Responsibilities

• Provide analytical support for risk managers including financial modeling
• Prepare risk reports and presentations
• Understand and analyze risk representation of traded products and investments
• Understand regulatory and economic capital for market risk

Skills

Quantitative analysis

Analytical mindset

Tools

VBA

SQL

Excel

Access

Power BI

Python

Job description

Day to day responsibilities include but not limited to:

• Providing analytical support for the risk managers including financial modeling
• Prepare risk reports and presentations
• Understanding and analyzing risk representation of various traded products and other investments
• Understanding issues surrounding regulatory and economic capital for market risk

Competencies:

• Strong quantitative orientation and analytical skills
• Highly motivated individual

Desired:

• Very good knowledge of Credit and Structured products including Credit Derivatives (CDS), Financing products (Repos, Swaps) and Fixed Income products (Corporate, RMBS, CLOs, CMBS etc), financial modeling, risk analysis and models (VaR, Stress test) and valuation models of financial products

TECHNICAL SKILLS

Required:

• Ability to write VBA or script
• Excel, Access, strong SQL skills
• PowerBi, Python
• Financial modeling skill

PRIOR WORK EXPERIENCE

Desired

• First experience in Market Risk or trading