XVA Trader Assistant M/F - VIE London

Job description

Environment

Your environment

At Societe Generale, you will be joining the Global Markets division (MARK) of SG Corporate and Investment Banking. MARK offers a cross-asset approach along all its offerings: Research, Investment & Risk Management Solutions, Execution and Prime Services to asset managers, pension funds, companies, private banks, insurance companies, hedge funds, family offices, sovereign funds and distributors worldwide.

Mission

Your role

Your main responsibilities will be:

·  Assist xVA traders in pricing CVA/FVA on derivatives for all asset classes traded within MARK
·  Explain pricing assumptions and calculation to MARK sales & trading
·  Monitor, with the help of support teams, the xVA fee worklows
·  Help xVA traders in optimizing existing derivatives portfolios to reduce CVA, CVAR, capital and funding costs
·  Help to Put in place and monitor the process for internal and external tools to optimize IM (bilateral and clearing houses
·  Contribute to the development of pricing and risk management systems for XVA. In particular XVA traders are responsible of testing new developments from MARK/TRD/ARD or ITEC.

Evolution

Your career path

You may have the opportunity to join Société Générale group permanently after your VIE mission, according to opportunities, without going through the whole recruitment process again.

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

Desired profile

Profile

The VIE assignment in a nutshell

This VIE in London 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 12 months.
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, please see www.civiweb.com .

Your profile

Graduate from Engineering school, Business School or University with a master degree in Finance. You ideally havederivatives pricing experienceand basic knowledge of regulatory constraints.

You are fluent in English.

You are proficient with MS Office.