V.I.E. Market and CCR application developper
SGS Société Générale de Surveillance SA, New York, NY, United States
Responsibilities
The position is part of the RISQ division dedicated to Global Markets, located on the trading floor at Societe Generale Americas in New York City. Société Générale’s Metrics Monitoring Group (MMG) provides financial analysis, reporting and certification to multiple partners and stakeholders: Front-Office, Finance and Risk Management divisions.
Joining MMG will provide an opportunity to acquire and develop strong technical knowledge of products traded by the fixed income and equity derivatives teams as well as allowing you to develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
The role offers extensive partnership with all the essential teams who manage transactions for the bank (including traders, risk managers, developers, Middle Office…) and will provide exposure to a broad range of functional teams. It will allow you to build a broad & deep understanding of the value chains.
Develop various certification and reporting tools
Design and develop libraries to help analysts work with time-series datasets and run back-tests on statistical models
Suggest, design, and develop tactical and long-term strategic solutions, which will become part of overall MMG framework/platform across P&L, income attribution, VaR, stress, CCR and Market Risk processes.
Participate to the Digital Transformation of RISQ department (tactical developments, training on new technologies, etc)
Set up advancement points with the users to present status and progress. Be able to propose a timeline and a project plan
Participation to the production of various reports on P&L or market risk to understand the constraints to improve the process
Insertion of artificial intelligence to automate analysis
Qualifications
A questionnaire will be provided to check VIE (Société Générale and Business France) eligibility.
It is mandatory to provide a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. *Grade sheets are not accepted as justification of diploma.
PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.
Studies & experience
Graduate with a Master degree from Business/Engineering School or University with a specialization in Financial Engineering, Market Finance or Computer Science
A previous experience in Python and Object Oriented Programming is mandatory
Language skills
Fluent in English
Operational, technical & soft skills
Knowledge of derivative instruments & Experience within Financial Services is required
Knowledge of a BI tool is a plus
Experience with HTTP APIs is a plus
Git version control is required
Detail-oriented, proactive and prone to take initiatives
Good communication and presentation skills
The VIE assignment in a nutshell
This VIE in New York is to begin as soon as possible, but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.
The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information (including your financial indemnities), please see Mon VIE-VIA Business France.
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The position is part of the RISQ division dedicated to Global Markets, located on the trading floor at Societe Generale Americas in New York City. Société Générale’s Metrics Monitoring Group (MMG) provides financial analysis, reporting and certification to multiple partners and stakeholders: Front-Office, Finance and Risk Management divisions.
Joining MMG will provide an opportunity to acquire and develop strong technical knowledge of products traded by the fixed income and equity derivatives teams as well as allowing you to develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test.
The role offers extensive partnership with all the essential teams who manage transactions for the bank (including traders, risk managers, developers, Middle Office…) and will provide exposure to a broad range of functional teams. It will allow you to build a broad & deep understanding of the value chains.
Develop various certification and reporting tools
Design and develop libraries to help analysts work with time-series datasets and run back-tests on statistical models
Suggest, design, and develop tactical and long-term strategic solutions, which will become part of overall MMG framework/platform across P&L, income attribution, VaR, stress, CCR and Market Risk processes.
Participate to the Digital Transformation of RISQ department (tactical developments, training on new technologies, etc)
Set up advancement points with the users to present status and progress. Be able to propose a timeline and a project plan
Participation to the production of various reports on P&L or market risk to understand the constraints to improve the process
Insertion of artificial intelligence to automate analysis
Qualifications
A questionnaire will be provided to check VIE (Société Générale and Business France) eligibility.
It is mandatory to provide a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. *Grade sheets are not accepted as justification of diploma.
PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.
Studies & experience
Graduate with a Master degree from Business/Engineering School or University with a specialization in Financial Engineering, Market Finance or Computer Science
A previous experience in Python and Object Oriented Programming is mandatory
Language skills
Fluent in English
Operational, technical & soft skills
Knowledge of derivative instruments & Experience within Financial Services is required
Knowledge of a BI tool is a plus
Experience with HTTP APIs is a plus
Git version control is required
Detail-oriented, proactive and prone to take initiatives
Good communication and presentation skills
The VIE assignment in a nutshell
This VIE in New York is to begin as soon as possible, but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.
The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information (including your financial indemnities), please see Mon VIE-VIA Business France.
#J-18808-Ljbffr