Our team

We are part of the Market RISQ Department (RMA), and are at the center of Société Générale’s business.

The Risk

Department aims to contribute to the development of business lines and their profitability through a challenging risk culture. Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis daily. As a key business partner, our department is close to all the Group’s business lines. Joining us would mean integrating a network of proven excellence at the very center of the bank’s activities, opening access to new and exciting development opportunities.

Mission

Within the Market RISQ department, The CRF (Counterparty Risk Framework) team is in charge of

- the regulatory and models for counterparty risks (EEPE) for the entire trading portfolio.
- the standard methodologies for capital requirements and for economic models to monitor counterparty credit risk (EE, PFE, Country Risk, etc.).
- designing the stress test methodologies, to meet the regulatory requirements for internal monitoring purposes.

In addition, the CRF team plays a key role within RISQ/RMA and for the SG Group given the current regulatory context and topics and their strategic impact on SOCIETE GENERALE Group. The Bangalore CRF team is specially handling the following topics:

- Computation of the Counterparty credit risk profile (EE, PFE and Country Risk).
- Calibration of the diffusion volatilities, mean and other parameters for CCR model.
- Back testing of CCR Models.
- Ongoing monitoring tasks on counterparty credit risk metrics

Role

As Lead Expert in Bangalore CRF Ponderation team, your main missions will be to:

Counterparty Credit risk metrics computation

- Compute CCR metrics such as EE (Expected Exposure), PFE (Potential Future Exposure) and Country Risk for various Exotic Derivatives
- Compute LTV (Loan to Value) for various financial assets like Bonds,



Funds and Structured Products.
- Document and provide commentary on the figures.
- Respond to Risk Managers or Front-Officers requests and queries.

Counterparty Risk Analysis

- Perform financial product and payoff analysis across multiple asset classes, including Equities, Rates, Foreign Exchange, Credit and commodities.
- Analyze the risk characteristics and exposure profiles of derivative instruments.
- Document analytical findings and communicate conclusions to business stakeholders.
- Support Sales and Risk teams by providing quantitative analyses and explanations.

Reporting & Controls

- Prepare and deliver recurring and ad-hoc reports related to asset and payoff analysis.
- Ensure the accuracy, completeness, and consistency of risk reports.
- Support operational controls and quality assurance activities around risk production processes.

Continuous improvement

- Support potential system information upgrades or business evolution
- Maintain scripts, methodology and operational documentation.

Requirements

Background

- Background in a quantitative role within risk management, market risk, counterparty risk, valuations, or financial product analysis within a financial institution is preferred.
- Knowledge of financial markets and derivative products across multiple asset classes

Technical

- Understanding of CCR concepts such as EE, PFE, EEPE, Wrong Way Risk and Country Risk.
- Understanding of CCR risk mitigants such as netting, collateral, and MPoR.
- Knowledge of derivative products and payoff structures.
- Solid analytical and quantitative skills.
- Advanced proficiency in Microsoft Excel.
- Knowledge of VBA and Python.

Soft skills

- Strong analytical and problem-solving capabilities.
- Attention to detail and commitment to accuracy.
- Excellent written and verbal communication skills.
- Ability to work collaboratively in a global environment.
- Proactive mindset with a continuous improvement orientation.

📌 Lead Expert (Karnataka)
🏢 Societe Generale Global Solution Centre
📍 Karnataka