Market Analysis and Certification Analyst

4 weeks ago


New York, New York, United States Société Générale Assurances Full time

Market Analysis and Certification Analyst

The MMG Group is searching for a Market & Certification Analyst to work closely with the trading teams to develop a deep knowledge of their business and clients.

The analyst will be responsible for production and certification of Greeks and sensitivities to different risk factors, monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk, and contributing to the backtesting of the VaR.

Responsibilities

  • Working closely with the trading teams to develop a deep knowledge of their business and clients;
  • Production and certification of Greeks and sensitivities to different risk factors;
  • Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
  • Contribute to the backtesting of the VaR;
  • Specific analysis to explain risk exposure and/or business performance to our different partners;
  • Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;
  • Reconciliation of month end Economic P&L to the general ledger;
  • Liaison with other departments to work on transversal and regulatory projects;
  • Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
  • Creation of daily and weekly Dashboards in order to better monitor the trading activity;

Profile required

Competencies

Required:

  • Strong interpersonal skills;
  • Handle various ad-hoc requests;
  • Prone to take initiatives;
  • Reactive, detail-oriented, driven to work in a fast learning environment;
  • Solid verbal and written communication skills;
  • Ability to prioritize and work in a dynamic, deadline-focused environment;
  • Self-motivated and proactive;
  • Willingness & a strong desire to learn;

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