JD Template

Societe Generale Global Solutions Centre Pvt Ltd.

Position TitleRisk AnalystRequisition Date4-Jun-15Business LineFINDNo. Of Open Positions1Project / Process NameMAC/RISQCareer Level (Sub Level)9B / 8ARC Code INIM001060Position Sensitivity - Sensitive / Non SensitiveSensitiveHiring MangerChristophe SauthonWork LocationBangaloreReporting ManagerBaiju VadakkanReportees (if any)NoneHire Type (New / Replacement)NewShift (in IST)09:00 AM - 06:00 PM Replacement for (Employee Name & Emp Code)Target On-boarding Date/MonthASAP

Societe Generale is one of the largest financial services groups in the euro-zone, present in 85 countries. The Group employs 1,60,000 people worldwide in Retail Banking, Specialised Financing & Insurance, Private Banking, Global Investment Management & Services, Corporate & Investment Banking.Societe Generale Global Solution Centre Pvt. Ltd. (SG GSC) set up as a strategic arm of the bank, at Bangalore, offers customised business solutions to the Societe Generale Group. Established in 2000 as one of the first European Bank in-house center in Bangalore that is 100% owned and governed by SG Group offering Technology, Operations and Infrastructure Management services. Largest SG center catering to all SG entities across Private, Retail and Investment Banking. For more information on SG GSC, please visit www.socgensolutions.com.

About FINDKey Global Objectives:

Create critical mass on global processes to provide more operations flexibility, agility and scalability.Accelerate process standardization thanks to consolidation of production capacities .Benefit from larger talents pool sourcing and reduce costs . Our vision for FIND 2015: a 'best-in-class' Finance function:

The gatekeeper of the accuracy, quality and timeliness of financial information broadcasted inside and outside SGCIB.An independent & professional organization that provides an insightful vision of SGCIB performance .An efficient organization with streamlined, standard production processes, workflows and tools, and 'state-of-the-art' analytical capabilities .A global organization that provides the same level of service and standards across the globe, and fully leverages on the diversity and skills of its people.A trusted advisor for the design, implementation and follow-up of business and operational strategies

About MPCThe MPC group supports the MARK business lines within SGCIB and is accountable and responsible for the independent production and certification of the accounting quality Profit & Loss (P&L) and Balance Sheet, on a daily basis and other product control functions.

About MPC/ MAC/RISQ. The RISQ team in MPC/MAC in India is responsible for Loan to Value (LTV) and Credit Value at Risk (CVaR), Counterparty Risk

Loan to Value (LTV) for Private banking

Lending against a portfolio of financial assets given as a guarantee pledged by Private banking clients, the ratio is determined to ensure that the bank will be able to recover its funds on the basis of the Market Value (MV) of these assets should the client default. Asset Classes: Stocks, Bonds, Funds, Structured Products

Credit Value at Risk (CVaR) for SG CIB Asia business

CVaR is the measure which allows us to determine the cost of replacing a capital market position should the counterparty default. Measuring replacement risk means determining what is the possible value of the mark to market of the position at each possible date ranging from the trade date to the maturity date of the transaction.

Products: Forex derivatives and Equity derivatives

Key Responsibilities / Deliverables -Primary Responsibilities -VBA Enhance and optimize the existing dedicated macros for the bussines process. Debug VBA Macro code faster. Good knowledge and understanding of the main production and analysis process on P&L and Risk (Greeks analysis, financial products valuation, flows analysis) Good hands-on in VBA Skills to work on risk business process (Interested to adapt on Techno Functional Platform)OtherCredit Value at Risk (CVaR) Calculations- CVaR calculations for exotic derivatives, Forex and EquitiesCounterparty risk monitoringProjects Be an essential element and referent for all the partners for most project assigned by your manager Implement a better quality of collateral certification & analysis Optimize process New products and participation in transversal projects, as and when requested by management.

Product Coverage : Fixed income, Rates, FX, etcRegional Coverage : Asia-Pacific /Paris/New York

Secondary Responsibilities

VBAOverall Experience9B/8A1 - 2 Years2 - 3 Years

INTERACTIONS - Describe the job roles that you interact with inside or outside the company to enable you to meet your accountabilities and the percentage of time you spend interacting with these roles.

Must Have Skill(s) with minimum Yrs of ExperienceDesired Skill(s)1. VBA (MS Excel, MS Access), SQL1. Preferably post graduate in Finance & Banking2. Minimum 2 years of experience in Derivatives.3. Knowledge of Structured products a plus.4. Good Excel skill5. Good communication and organizational skills

2. Good understanding of Financial products - Fixed income, Rates, FX, Stocks, Mutual funds3. Good understanding of Options and Payoffs - Calls, Puts and Digitals4. Expereince in Counteparty risk / Market risk will be a plus.

Qualification:MCA or BE or BCA is a must. MBA will be an added advantage

Others (if Any):Shift:- Current requirement is for 9:00 AM to 6:00 PM shift but in case of any business requirement candidates should be willing to work in 5:30 AM to 2:30 PM shift/UK also.

Selection Process to be FollowedSelection ProcessInterviewer NameBusiness LineDesignation / Functional TitleRound IBaiju VadakkanFIND/MAC/RISQManagerRound IIClient/Paris - TBDFIND/MAC/RISQClientRound IIIFIND/MACRound IVVCRound VRound IV

Any business travel planned for the resource within 2 - 3 months of candidate's DOJ NoIf Yes, please confirm the location & if valid business VISA is a pre-requisiteAny written test involved (Yes / No) - NoNoIf Yes, Enclose the Test Script

Prepared by (Reporting Manager Name)Baiju VadakkanValidated by (Hiring Manager Name)Christophe SauthonValidate on5-Jun-15For HR use only

Received on and byEg: DD/MMM/YYYYEg: Recruiter NameValidated for completeness of the JDYes/NoDiscussion held with the hiring / reporting manager for position specificsYes/NoRRF Number assignedBL/Project/Sub process/Position Serial No as per Business ReportRequest Raised in OSIRIS on Request Approved on & ByEg: DD/MMM/YYYYEg: Approver Name