Within the Market Risk Team, the main area of focus will be assisting in pricing of Structured Credit Products, namely, CDOs, ABSs and CDSs that are securitized by a variety of underlings including corporate loans, residential and commercial mortgages. Candidate will work in collaboration with the Front Office and all the others Risk departments in New York and Paris.

RESPONSIBILITIES:

Societe Generale is looking for a Market Risk Analyst for various trading activities including rates, credit, securitization. Duties will consist of:

• Production of quarterly pricing calculations and various other reports for RMBS and Non-RMBS CDOs
• Ensure accuracy of reports and timeliness of production.
• Be able to explain changes in losses and collateral deterioration through the analytical framework
• Explain changes in risk, ratings, collateral and various other analytics for the portfolio
• Acquire in-dept knowledge of the stress methodology and CDOs in the Negative Basis Trade portfolio
• Develop and perform market research regarding various assumptions for SG portfolios
• Develop reports to meet the ad-hoc requirements by upper management, Audit and traders

Document results and upgrade significantly documentation and formalism Communication will be made with the following on a weekly basis:

• Other Risk staff in NY and Paris.
• SGNY traders, desk heads and business line head
• Support and transversal functions within the business lines
• External: Auditors and Regulators

TECHNICAL SKILLS (required):

• Financial markets and product knowledge.
• Through understanding of CDOs, RMBS and structure finance
• Valuation knowledge
• Excel/VBA be able to write and trouble shoot VBA macros
• Knowledge of Access databases and Intex

COMPETENCIES (required):

• Comfortable with organizational complexity, high pressure environments and rapid change
• Analytical
• Rigorous
• Reactive and adaptive
• Straightforward and clear communicator

PRIOR WORK EXPERIENCE:

Required: Three-plus years trading, research or market risk experience in rates, securitization or credit

EDUCATION:

Required: High academic background: top-level engineering school or top-level university, BS required

Desired/Plus: MS preferred with quantitative experience