Markets Risk & P&L Specialist (Hybrid, Python)

Societe Generale; New York (NY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

401(k) plan with company match

Medical/dental/vision insurance

Hybrid work environment

Job summary

Societe Generale is seeking a Risk Management professional to join the division and partner with trading teams to deepen knowledge of business, clients and strategies. The role emphasizes analysis of desk positions, P&L sensitivities and enhancement of P&L/Risk processes using Python.

You will certify Greeks and risk factors, monitor Stress-Tests and regulatory metrics, and collaborate across departments to support valuation and major projects including IBOR transition.

Qualifications

• Master's degree in finance or applicable experience.
• Prior work experience in financial services with good knowledge of Equity Derivatives risk and PnL metrics.
• Understanding valuation components of Equity Derivatives.
• Knowledge of Greeks (Delta, Gamma, Vega, Basis, Forex).
• Strong analytical and mathematical skills.
• Proficiency in Python programming a plus, for the purposes of data manipulation, automation and/or debugging.

Responsibilities

• Work closely with trading teams to develop a deep knowledge of their business, clients and strategies.
• Provide a deep analysis of trading desk positions and risk exposures.
• Explain P&L by its attributes tying back to risk sensitivities.
• Continuous enhancement of P&L/Risk processes and systems using Python.
• Provide expertise on certification of Greeks, P&L and sensitivities to different risk factors (Delta, Gamma, Vega, Basis, Forex etc.).
• Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk and Expected Shortfall.
• Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management.
• Provide explanation about the different metric highlights to trading and senior management.
• Provide analysis and sign off on valuation and risk metrics for new products or major projects such as IBOR transition.
• Work with other departments and Paris head office on transversal and regulatory projects.

Skills

Strong analytical skills

Mathematical skills

Python programming

Self-motivated

Proactive

Education

Master's degree in finance

Job description

Societe Generale is seeking a Risk Management professional to join the division and partner with trading teams to deepen knowledge of business, clients and strategies. The role emphasizes analysis of desk positions, P&L sensitivities and enhancement of P&L/Risk processes using Python.

You will certify Greeks and risk factors, monitor Stress-Tests and regulatory metrics, and collaborate across departments to support valuation and major projects including IBOR transition.