Reference 26000F3H

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:
- Daily generation of VaR report in 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.




- Monitoring of credit and counterparty credit risk and follow-up on the overshoot position.
- Supporting CRO in formulating/ reviewing of policy/ standard documents (credit risk, market risk, operational risk)
- Supporting CRO in compiling decks for Enterprise Risk Committee; Apex Committee and other Committee or forums requiring risk contribution.
- Any other task that may be entrusted by the Chief Risk Officer in case of exigencies

Required
Profile required
Academic Background (degree and major):
- Post-graduation in Science / Commerce
- CA/CFA/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:
- 0-2 years of related experience in Treasury activities (Mid Office, Front Office, Market Risk).
- Basic knowledge of FX, money market, fixed income and derivative products.

📌 Trainee - Risk Analyst, Societe Generale India (Mumbai)
🏢 Société Générale
📍 Mumbai