Societe Generale Global So

Position Title

Risk Analyst

Business Line

FIND

Project / Process Name

MAC/RISQ

RC Code

INIM001060

Hiring Manger

Christophe Sauthon

Reporting Manager

Baiju Vadakkan

Hire Type (New / Replacement)

New

Replacement for (Employee Name & Emp

Code)

Societe Generale is one of the largest financial services groups in the euro-zone, present in 85 countries. The Group employs 1,60,000
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 b
the first European Bank in-house center in Bangalore that is 100% owned and governed by SG Group offering Technology, Operations a
entities across Private, Retail and Investment Banking. For more information on SG GSC, please visit www.socgensolutions.com.
About FIND
Key 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 capabilitie
A global organization that provides the same level of service and standards across the globe, and fully leverages on the diversity and sk
A trusted advisor for the design, implementation and follow-up of business and operational strategies

About MPC

The MPC group supports the MARK business lines within SGCIB and is accountable and responsible for the independent production an
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

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
(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. Measu
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
Good hands-on in VBA Skills to work on risk business process (Interested to adapt on Techno Functional Platform)
Other
Credit Value at Risk (CVaR) Calculations
- CVaR calculations for exotic derivatives, Forex and Equities
Counterparty risk monitoring
Projects
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, etc
Regional Coverage : Asia-Pacific /Paris/New York

Secondary Responsibilities

9B/8A

VBA
1 - 2 Years

INTERACTIONS - Describe the job roles that you interact with inside or outside the company to enable you to meet your accountabilities

Must Have Skill(s) with minimum Yrs of Experience

1. VBA (MS Excel, MS Access), SQL
2. Good understanding of Financial products - Fixed income, Rates, FX, Stocks, Mutual funds
3. Good understanding of Options and Payoffs - Calls, Puts and Digitals
4. 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 Followed

Selection Process

Interviewer Name

Round I

Baiju Vadakkan

Round II

Client/Paris - TBD

Round III
Round IV

VC

Round V
Round IV
Any business travel planned for the resource within 2 - 3 months of candidate's DOJ
If Yes, please confirm the location & if valid business VISA is a pre-requisite
Any written test involved (Yes / No) If Yes, Enclose the Test Script
Prepared by (Reporting Manager Name)
Validated by (Hiring Manager Name)
Validate on
For HR use only
Received on and by
Validated for completeness of the JD
Discussion held with the hiring / reporting manager for position specifics
RRF Number assigned
Request Raised in OSIRIS on <Date>
Request Approved on & By

te Generale Global Solutions Centre Pvt Ltd.

Requisition Date

4-Jun-15

No. Of Open Positions

Career Level (Sub Level)

9B / 8A

Position Sensitivity - Sensitive / Non

Sensitive

Sensitive

Work Location

Bangalore

Reportees (if any)

None

Shift (in IST)

09:00 AM - 06:00 PM

Target On-boarding Date/Month

ASAP

tries. The Group employs 1,60,000 people worldwide in Retail Banking, Specialised Financing & Insurance, Private

, at Bangalore, offers customised business solutions to the Societe Generale Group. Established in 2000 as one of
p offering Technology, Operations and Infrastructure Management services. Largest SG center catering to all SG
t www.socgensolutions.com.

d outside SGCIB.
.
state-of-the-art' analytical capabilities .
y leverages on the diversity and skills of its people.

for the independent production and certification of the accounting quality Profit & Loss (P&L) and Balance Sheet,

V) and Credit Value at Risk (CVaR), Counterparty Risk

s, the ratio is determined to ensure that the bank will be able to recover its funds on the basis of the Market Value

uld the counterparty default. Measuring replacement risk means determining what is the possible value of the
of the transaction.

(Greeks analysis, financial products valuation, flows analysis)

ional Platform)

Overall Experience
2 - 3 Years

le you to meet your accountabilities and the percentage of time you spend interacting with these roles.

Desired Skill(s)

1. Preferably post graduate in Finance & Banking

2. Minimum 2 years of experience in Derivatives.
3. Knowledge of Structured products a plus.
4. Good Excel skill
5. Good communication and organizational skills

candidates

Process to be Followed
Business Line

Designation / Functional Title

FIND/MAC/RISQ

Manager

FIND/MAC/RISQ

Client

FIND/MAC

No
No

Baiju Vadakkan
Christophe Sauthon
5-Jun-15

Eg: DD/MMM/YYYY

Eg: Recruiter Name

Yes/No
Yes/No

BL/Project/Sub process/Position Serial No as per Business Report

Eg: DD/MMM/YYYY

Eg: Approver Name