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VIE Market Risk Specialist

Résumé du poste
VIE
Prague
Salaire : Non spécifié
Télétravail non autorisé
Compétences & expertises
Contenu généré
Sql
Excel
Outlook

Société Générale
Société Générale

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Le poste

Descriptif du poste

Komerční Banka is one of the largest Retail & Corporate bank in the Czech Republic, and one of the largest entity of Société Générale outside France with about 6 300 employees.

More information about KB bank see following link: https://www.kb.cz/.

We offer a position in KB Markets and Structural Risks department dealing with activities covered on Société Générale side by department called Risks on market activities.

During your VIE you will be in charge of:
• Daily production and certification of market risk metrics (VaR, Stress Tests, IR sensitivities, FX position, etc...)
• Regular analysis of the position and market risks
• Management and monitoring of market risks limits
• Validation of market parameters for valuation and calculation of risk metrics
• Processes optimization and formalization
• Participation on preparation of reporting to the top management
• Participation on preparation of ad hoc analysis/memo/presentation requested by the management

Due to the VIE eligibility criteria, a questionnaire will be provided. Please make sure to answer all the questions for an efficient analysis of your application.

Profile required

PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

Studies & experience:
• Graduate with a Master's degree from a Business/Engineering School or University, majoring in Finance (Capital Markets/Financial derivatives), Risk management
• A previous experience in Investment Banking / Market Risk would be appreciated

Language skills:
• Fluent in English

Technical, operational & soft skills:
• Proficient in MS Office: Access, Word, Outlook and advanced Excel
• Knowledge in programming: VBA, SQL
• Understanding the different purposes of the financial instruments and derivatives and their mechanics
• Understanding of the concept of NPV (Net present value) and discounting
• Ability to both theoretically and practically value financial derivatives (e.g. to determine NPV of interest rate swap or fx forward)
• Ability to at least theoretically explain the concept of Value at Risk and IR deltas

The VIE assignment in a nutshell

This VIE in Prague is to begin as soon as possible, but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 12months.

In case a visa is necessary, please make sure your passport is valid up to 6 months after the end of the VIE contract to not delay your departure.

The VIE is a specific contract, under Business France's eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information (including your financial indemnities), please see Mon VIE-VIA Business France.

Why join us

As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating.

At the end of your VIE, various opportunities could be offered to you, in France and abroad.

Business insight

At Societe Generale, 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 an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 24000B1Z
Entity: SG CIB
Starting date: 2024/07/01

Publication date: 2024/04/23

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