Talent.com
This job offer is not available in your country.
▷ (Apply in 3 Minutes) Lead Expert - PNL

▷ (Apply in 3 Minutes) Lead Expert - PNL

Societe Generale Global Solution CentreIndia
8 hours ago
Job description

Responsibilities : PnL Responsibilities

Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new dealsAnalysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breachesCo-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L.Practicing appropriate controls and reviews Daily P&L numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with P&L are mitigated quickly.Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the processClose contact with Traders to explain the daily P&L and provide swift service traders to adhoc requestHaving good analytical skills to perform manual valuation of the Products for the respective asset classes

Market Risk Responsibilities

Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products.Sound understanding of Sensitivity (Greeks)

  • Shock approach and Full Valuation methodology to explain the market risk move and level.Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc.Level and Move analysis of the market risk metrics and sensitivities with proper justification.Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches.Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc.

Generic Responsibilities

1. Focus on error free production with the stipulated time bound process.

2. Having good analytical skills to perform manual valuation of the Products for the respective asset classes.

3. Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process.

4. Effective communication to highlight issues in the validation process to the BGL management and Regions.

5. Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process

6. Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution.

7. Should be able to work in a team environment and should work towards the team’s goals as priority.

Profile Required : PnL Responsibilities

Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new dealsAnalysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breachesCo-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L.Practicing appropriate controls and reviews Daily P&L numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with P&L are mitigated quickly.Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the processClose contact with Traders to explain the daily P&L and provide swift service traders to adhoc requestHaving good analytical skills to perform manual valuation of the Products for the respective asset classes

Market Risk Responsibilities

Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products.Sound understanding of Sensitivity (Greeks)

  • Shock approach and Full Valuation methodology to explain the market risk move and level.Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc.Level and Move analysis of the market risk metrics and sensitivities with proper justification.Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches.Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc.
  • Generic Responsibilities

    1. Focus on error free production with the stipulated time bound process.

    2. Having good analytical skills to perform manual valuation of the Products for the respective asset classes.

    3. Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process.

    4. Effective communication to highlight issues in the validation process to the BGL management and Regions.

    5. Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process

    6. Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution.

    7. Should be able to work in a team environment and should work towards the team’s goals as priority.

    Why Join Us

    “We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”

    Business Insight

    At Société Générale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating, and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

    Still hesitating?

    You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

    We are committed to support accelerating our Group’s ESG strategy by implementing ESG principles in all our activities and policies. They are translated in our business activity (ESG assessment, reporting, project management or IT activities), our work environment and in our responsible practices for environment protection.

    Create a job alert for this search

    Lead • India

    Related jobs
    • Promoted
    Technical Lead

    Technical Lead

    Servion Global SolutionsIndia, India
    We’re Hiring : Avaya Colloboration Engineer!!!.Experience in Avaya IX Messaging, with capabilities on Windows Server, and familiarity with Microsoft Exchange and Office 365 administration.It wou...Show moreLast updated: 27 days ago
    • Promoted
    Learning & Development Expert

    Learning & Development Expert

    FiservIndia
    What does a successful Learning & Development Expert do at Fiserv?.Learning and Development for our L&D practice, whilst working closely with the leadership team, to help shape and implement the br...Show moreLast updated: 17 days ago
    • Promoted
    Leadership Development Specialist

    Leadership Development Specialist

    DeloitteIndia
    Grade - Deputy Manager / Assistant Manager - Leadership Development Location - Mumbai.India’s impact on the global economy has increased at an exponential rate and Deloitte presents an opportunity ...Show moreLast updated: 5 days ago
    • Promoted
    Technical Lead

    Technical Lead

    VeltrisIndia
    Hands-on experience in networking protocols : .Routing : BGP, OSPF, IS-IS, VRF, VRRP.Experience with distributed systems, microservices, and cloud-native architectures (Docker, Kubernetes).Familiarity...Show moreLast updated: 10 days ago
    • Promoted
    Team Lead (Manager) : Layer 2 / Layer 3 Development

    Team Lead (Manager) : Layer 2 / Layer 3 Development

    Check Point SoftwareIndia
    At Check Point, we’re at the forefront of network security, and our User-space Infrastructure group drives the evolution of GAIA OS- our robust, Linux-based operating system, powering Checkpoints N...Show moreLast updated: 30+ days ago
    • Promoted
    Sector Leader - L&D / LMS / LXP / CRM Products

    Sector Leader - L&D / LMS / LXP / CRM Products

    Sales & ProfitIndia
    Job Summary : Sector Leader – L&D Solutions / CRM.Sales Playbook Automation Platform helps large sales teams scale deal-winning behavior with dynamic product illustrations, real-time learning, and p...Show moreLast updated: 26 days ago
    • Promoted
    DLP Lead

    DLP Lead

    ITC InfotechIndia
    Location : Mumbai (Andheri East).ITC Infotech Cyber Security team is looking for expertise in Enterprise DLP program with an in-depth focus on protecting sensitive data at rest, in motion, and in u...Show moreLast updated: 10 days ago
    • Promoted
    • New!
    [Apply in 3 Minutes] Technical Lead

    [Apply in 3 Minutes] Technical Lead

    Fulfillment IQIndia
    Thank you for your interest in the opportunity at Fulfillment IQ!.If this role aligns with your experience and career goals, feel free to share your updated resume at chitrank.You can also connect ...Show moreLast updated: less than 1 hour ago
    • Promoted
    Learning Lead

    Learning Lead

    Cholamandalam Investment and Finance Company LimitedIndia
    Role : Lead - L&D Loc : Chennai CTC : Best In Industry.Manage stakeholder relationships across all businesses within VF at HO as well the Zonal level Create and present training activities and outcome...Show moreLast updated: 5 days ago
    • Promoted
    Consulting Manager – Digital Adoption Platform (DAP) Strategy & Leadership

    Consulting Manager – Digital Adoption Platform (DAP) Strategy & Leadership

    ISG (Information Services Group)Nagpur, IN
    Leading Global Technology Research & Advisory Firm | ISG (isg-one.Wanted : dynamic and creative individuals ready to connect with a like-minded team. You’ll enjoy all the autonomy you need to help ou...Show moreLast updated: 14 days ago
    • Promoted
    Team Lead

    Team Lead

    HCLTechNagpur, Maharashtra, India
    Technical Skill Set : Oracle PL / SQL, Production support.Unix Shell Scripting, Autosys, Service Now.Notice Period : Immediate joiners. Location : Work from Office NAGPUR.In addition, please consider the...Show moreLast updated: 17 days ago
    • Promoted
    ALM Lead

    ALM Lead

    Tata TechnologiesIndia
    Teamcenter PLM & Polarion ALM deployment, configuration, and administration.Experience with Teamcenter configurations and workflow management. Experience with Polarion configurations, scripting, and...Show moreLast updated: 30+ days ago
    • Promoted
    Lead - Lender Alliance & Monetization

    Lead - Lender Alliance & Monetization

    Flexmoney Technologies Pvt LtdIndia
    Job Title : Lead - Lender Alliance & Monetization.Company : Flexmoney Technologies Pvt.About Flexmoney : Flexmoney’s mission is to “Re-imagine Consumer Credit” for the mobile-first digital consumer.Ou...Show moreLast updated: 5 days ago
    • Promoted
    Learning and Development Manager

    Learning and Development Manager

    FABINDIA LIMITEDIndia
    Developing L&D strategy for employees that aligns with the vision & business goals of the company.Work closely with subject matter experts across organization for content development and identifyin...Show moreLast updated: 16 days ago
    • Promoted
    Regional Product Manager - Lenovo

    Regional Product Manager - Lenovo

    Team ComputersIndia
    Position : Regional Product Manager - Lenovo.Industry : IT Hardware & Networking.Experience Required : 7 to 10 yr.We have an Opening for Regional Product Manager - Lenovo. KRA / KPI’s) for Regional Produ...Show moreLast updated: 30+ days ago
    • Promoted
    • New!
    3 Days Left! Regional Product Manager - Lenovo

    3 Days Left! Regional Product Manager - Lenovo

    Team ComputersIndia
    Position : Regional Product Manager - Lenovo.Industry : IT Hardware & Networking.Experience Required : 7 to 10 yr.We have an Opening for Regional Product Manager - Lenovo. KRA / KPI’s) for Regional Produ...Show moreLast updated: less than 1 hour ago
    • Promoted
    Ecommerce Reporting and Analytics Lead

    Ecommerce Reporting and Analytics Lead

    MultiplyMiiNagpur, IN
    Ecommerce Reporting and Analytics Lead.Our client is a growth-focused firm that builds and scales high-performing e-commerce brands across Amazon, Shopify, and Walmart. With a strong track record of...Show moreLast updated: 18 days ago
    • Promoted
    Lead Generation Expert

    Lead Generation Expert

    Mariox Softwarenagpur, maharashtra, in
    We are looking for a motivated.App & Web Development) using platforms like LinkedIn Sales Navigator, Apollo, ZoomInfo, Upwork etc. Generate and qualify leads for app & web development projects in in...Show moreLast updated: 30+ days ago
    • Promoted
    Learning and Development Manager

    Learning and Development Manager

    Office Beacon LLCIndia
    Global Learning & Development Manager Location : .Global Operations / Executive Leadership Collaborates With : .Regional HR / Admin Teams, Business Unit Heads, Senior Leadership.The Global Learning & Dev...Show moreLast updated: 18 days ago
    • Promoted
    Analytics Lead

    Analytics Lead

    Nirvana InsuranceIndia
    Who we are : Nirvana is on a mission to harness the power of data to revolutionize commercial insurance and enable a safer world. We are bringing much-needed innovation into the legacy, trillion-doll...Show moreLast updated: 30+ days ago