Real-Time Market Risk & PnL Developer

Societe Generale; New York (NY); On-site; USD 110,000 - 180,000; Full time

Job summary

Societe Generale in New York seeks a Real-time Market Risk Dev and Support Analyst to empower traders with accurate risk and PnL figures. You will build and support Front Office apps in C#/.Net, contribute to risk engine outputs, and work across front-office, RISQ, and ARD to ensure timely deliveries.

The role requires 2+ years in market risk and PnL with a strong grasp of fixed income products, and fluency in English. A collaborative, Agile environment with CI/CD practices awaits.

Qualifications

• Bachelor degree in CS or engineering or equivalent required.
• Experience with market risk and PnL in banking or insurance.
• Fluent in English with strong written and verbal skills.
• Knowledge of fixed income risk and PnL analysis desirable.
• Familiarity with Agile and CI/CD practices.

Responsibilities

• Build, troubleshoot, and support in C#/.Net for Front Office apps.
• 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 on time.
• Provide 1st and 2nd line support and participate in releases.

Skills

.Net C#

OOP

Fixed income

GitHub/GitHub Copilot

Communication skills

Education

Bachelor's degree in computer science, engineering, or equivalent

Quantitative knowledge is a plus

Tools

GitHub

GitHub Copilot

Oracle

MySQL

Job description

Societe Generale in New York seeks a Real-time Market Risk Dev and Support Analyst to empower traders with accurate risk and PnL figures. You will build and support Front Office apps in C#/.Net, contribute to risk engine outputs, and work across front-office, RISQ, and ARD to ensure timely deliveries.

The role requires 2+ years in market risk and PnL with a strong grasp of fixed income products, and fluency in English. A collaborative, Agile environment with CI/CD practices awaits.