Programmer Analyst

Societe Generale; New York (NY); On-site; USD 120,000 - 190,000; Full time

Benefits offered by this job

401(k) match

Medical/Dental/Vision

Fertility benefits

Wellness programs

Student loans support

Commuter benefits

Job summary

Societe Generale is seeking a Real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI to support traders in fixed income. You will build, troubleshoot, and support C#/.Net applications while ensuring accurate Real-Time PnL and risk indicators.

You will work with front-office, RISQ, and ARD to design and deliver timely solutions, participate in UAT with traders, and provide 1st/2nd line support across regions. Strong English and fixed income knowledge are required.

Qualifications

• 2+ years of Market Risk and PnL experience
• Bachelor's degree in computer science, engineering, or equivalent
• Fluent in English
• Experience with fixed income products, eg. interest rate swaps and futures
• Experience working with Oracle and MySQL
• Experience with GitHub-based workflows

Responsibilities

• Build, troubleshoot, and support in C#/.Net for Front Office applications
• Ensure Real-Time indicators (PnL, Risks) are accurate and timely
• Research production issues including Greeks, PnL, and sensitivities
• Collaborate with front-office, RISQ and ARD to deliver timely solutions
• Participate in LATAM push to Global tool
• Perform code testing and UAT with traders prior to release
• Provide follow-the-sun support for Asia
• Reinforce Agile and CI/CD for production stability and release/change management
• Responsible for 1st and 2nd level of support
• Interact with RT Chapter to decommission Excel tools and implement One Target UI
• Collaborate with stakeholders across products and systems

Skills

C#/.Net development

Agile development practices

Problem solving

Communication skills

Education

Bachelor Degree in computer science/engineering

Tools

Oracle

MySQL

GitHub

GitHub Copilot

Job description

Responsibilities

As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. Your daily mission includes:

• Build, troubleshoot, and support in C#/.Net for various Front Office business applications
• Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position.
• Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities
• Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveries
• Actively participate in the LATAM push to Global tool.
• Proactively perform code testing and UAT directly with traders prior to release.
• Provide follow the sun for Asia to ensure smooth market open.
• Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes.
• Responsible for the 1st and 2nd level of support.
• Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface.
• Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.

Responsibilities

As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. Your daily mission includes:

• Build, troubleshoot, and support in C#/.Net for various Front Office business applications
• Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position.
• Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities
• Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveries
• Actively participate in the LATAM push to Global tool.
• Proactively perform code testing and UAT directly with traders prior to release.
• Provide follow the sun for Asia to ensure smooth market open.
• Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes.
• Responsible for the 1st and 2nd level of support.
• Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface.
• Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.

Profile required

GBSU/PRE/CFI provides to our partners two Fixed Income market risk calculators: RiskOne for the vanilla products and Highway for the Exotic world.

• RiskOne RT is the real-time risk analysis and valuation engine for fixed income, and foreign exchange.
• Great Server, GROS, DARIUS and Mercury are the main downstream applications offering the sensis, PnL figures for analysis and assist traders to manage their positions on daily basis.

COMPETENCIES

REQUIRED:

• Knowledge in Finance, especially market risks process and fixed income products
• Understanding of agile development practices
• Ability to work with tight deadlines and work under pressure
• Ability to troubleshoot complex issues and work in a multitasking environment
• Strong written & verbal communication skills
• Collaboration and team spirit
• Bachelor Degree in computer science, engineering, or equivalent job experience

Technical Skills

REQUIRED :

• Strong technical skills in .Net C#
• Thorough knowledge of object-oriented programming
• Experience working with fixed income products, particularly interest rate swaps and futures.
• Experience working with oracle and Mysql
• Experience working in a team environment using GitHub and GitHub Copilot to streamline development workflow

Prior Work Experience

REQUIRED:

• At least 2 years of Market Risk and PnL experience at a large bank or Insurance

EDUCATION

REQUIRED:

• Bachelor’s degree in computer science, engineering, or equivalent job experience
• Quantitative knowledge is a plus

LANGUAGES

REQUIRED:

• Fluent in English

Business insight

Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.

OUR CULTURE:

At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)

DIVERSITY, INCLUSION & BELONGING (“DIB”):

Our DIB Mission: Recruit, develop, retain and advance a talented workforce that is united in our efforts to leverage our talent and further develop an inclusive environment that will enhance our competitive position and deliver innovative solutions to our clients. It seeks to foster an environment where employee differences are valued and where all employees feel engaged, supported, respected, and informed. For more information about our DIB initiatives, please visit this link: https://americas.societegenerale.com/en/careers/get-know-diversity/

COMPENSATION:

Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.