Trainee
Company: Societe GeneraleCTC: Best in ClassLocation: Mumbai
RESPONSIBILITIES
Job Summary: Responsible for tasks related to risk management which would involve assessment, measurement, monitoring and management of Risk of Societe Generale, India and providing necessary support to the Chief Risk Officer.
Main Responsibilities:
To handle the local regulatory risk reporting for the trading desks which are reviewed and used by traders and senior management:
• Perform periodic compliance check with regards to the Credit Risk Policy and generate relevant MIS.
• Tracking of the Credit approval files and preparing MIS thereof.
• Daily generation of VaR report in the Global Tools. Perform validation checks, variance analysis and Back-testing on a regular basis.
• Computation of daily PV01 and monitoring of the portfolio PV01 against the prescribed internal limits.
• Prepare the Gap reports for interest rate swaps and monitor the risks on the accrual P/L.
• Ongoing monitoring of FX limits reported by the Regulatory Reporting team.
• Daily monitoring of group Market Risk limits and ensure it is in line with the Treasury’s position and daily P/L of the Treasury.
• Compute Market Risk Capital Charge and RWA on market related instruments.
• Prepare regulatory reports related to Market Risk.
• Learn Operational Risk functions in order to act as back up to the operational risk resource.
• Any other task that may be entrusted by the Chief Risk Officer in case of exigencies.
PROFILE REQUIRED
Academic Background (degree and major): Post-graduation in Science / Commerce (CA/MBA finance or equivalent/M.Sc. Maths/MSc. Stats/MSc. Physics/M. Tech. Holding a FRM or PRM certification will be an added advantage)
Working Experience / Technical Skills & Know how: Basic knowledge of FX, money market, fixed income and derivative products.
Skills & Competencies:
• Sound mathematical, statistical and analytical abilities.
• Responsibility – being able to generate outstanding individual and collective performance
• Team Spirit – Ability to build relationships with both internal & external stakeholders; developing synergies with the team and within the Group
• Commitment – being able to listen and demonstrate emotional intelligence to engage others
Language Skills: English
Computer Skills: MS Windows, MS Office with good knowledge of advanced Excel and Excel VBA.
BUSINESS INSIGHT
Societe Generale is one of the leading financial services groups in Europe. Based on a diversified universal banking model, the Group combines financial strength with a strategy of sustainable growth, putting its resources to work to finance the economy and its clients’ plans. With a solid position in Europe and a presence in countries with strong potential, the Group’s 145,700 employees in 66 countries support 31 million individual clients, large corporates and institutional investors worldwide by offering a wide range of advisory services and tailored financial solutions.
Societe Generale was established in India in the year 1978. In 1985, Societe Generale Bank commenced operations as a Scheduled Commercial Bank in Mumbai. Since then it has a proud legacy of servicing corporates and clients. New branches were added in Delhi (1993). Societe Generale not only offers an extensive product portfolio to different market segments, but customizes solutions in investment banking, global finance and global markets.
Societe Generale is an equal opportunities employer and believes that a diverse and inclusive workforce should be encouraged and recognized.
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