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Société Générale Assurances

Risk Officer – Market and Liquidity risk

Société Générale Assurances, New York, New York, us, 10261

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Risk Officer – Market and Liquidity risk

Risk Officer – Market and Liquidity risk

– Corporate & Investment banking, Permanent contract, New York, New York, United States. Hybrid work arrangement. Salary from 157,581 to 225,000. Reference 25000LWJ. Start date 2025 / 12 / 22. Publication date 2025 / 10 / 23. Responsibilities

Risk Officer – Market and Liquidity risk (SG Americas Securities, LLC, New York, NY) Produce detailed analysis on activities in light of market events or emerging risks. Work jointly with RISQ teams to calibrate market risk limits and improve methodologies when required. Support the team in producing reports, memos and slides for management meetings attended by RSR such as the Market Risk Committee and the US Risk Committee. Contribute to Issues Management process and Proxy booking inventory. Monitor market and counterpart risk for the front office and ensure traders provide timely and proper justifications on all breaches in Colibris. Analyze and understand new transactions to explain them to senior management (CRO, Head of Trading, Head of Global Market) and seek approval. Collect all necessary information and conduct comprehensive analysis to challenge and assess data accuracy and importance for business cases. Draft memoranda to be submitted to the RiskCo conveying relevant information and key messages in a clear, concise and well-structured manner for decision making. Follow up with relevant stakeholders on RiskCo decisions and underlying actions. Use strong communication skills (verbal and written) to monitor business needs and priorities through regular discussions with business lines and follow-up with relevant business committees, proactively proposing submissions to RiskCo. Help front office ensure a smooth deal validation process and navigate around MARK management, RISQ, and other stakeholders. Track all deals requiring validation in a pipeline file for MARK. Use bank pricing tools (XOne and Marx) to price Cross Valuation Adjustment (XVA) fees on behalf of traders. Act as a backup on liquidity risk monitoring, including Early Warning Indicators and potential limit increase requests. Monitor scarce resources utilization and associated costs at the business line and desk level. Perform business profitability analysis to support adequate allocation of scarce resources (including RWA, LR, NSFR, LCR and SLG) across business lines and desks. Telecommuting permitted up to 2 days per week; when not telecommuting, report to SG Americas Securities, LLC, 245 Park Ave., New York, NY. Profile required

MINIMUM REQUIREMENTS :

Master’s degree or equivalent in Finance, Financial Engineering, or related field, plus 3 years of professional experience as a Risk Officer, Financial Engineer or related role in the financial services industry within capital markets. Required special skills include: 3 years of experience with Microsoft Office applications (Word, Excel, Power Point). 3 years of experience performing complex data analysis. 3 years of experience interacting with trading, Finance teams, IT and market operators. 3 years of experience working with financial products (including Equity derivatives, Fixed income derivatives, Asset backed securities, Mortgage-backed securities, Credit derivatives or Exotic options). 3 years of experience using Xone, Marx and XVA platforms. 3 years of experience using pricing tools to calculate XVA. 2 years of experience analyzing and communicating market risk in capital markets, credit or fixed income. 1 year of experience facilitating financial transactions. 1 year of experience analyzing market risk (including equity). 1 year of experience producing and reading reports on positions, risk, and risk/rewards. 1 year of experience performing risk analysis and modeling with programming languages (Python or VBA). 1 year of experience reviewing and analyzing data and risk models, risk parameters, and prioritizing between pricing factors. 1 year of experience researching and analyzing financial impact of decisions. 1 year of experience using VBA and Bloomberg tools to process information and data to produce reports.

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