Market Risk Analyst -VIE--
Société Générale
Prague
před 5 dny

Environment

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 8 500 employees.

More information about KB bank see following link.

We offer a position in KB Capital Markets Risks department dealing with activities covered on SG side by SG Market Risks department (RISQ / MAR), GBIS / MACC and RISQ / CFI (analysis, credit assessment and monitoring of Financial Institutions counterparty risks).

Mission

The work will concentrate on :

  • 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
  • Profile

    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 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.

    Please see , in order to have more details regarding your financial indemnities.

    Your profile

    Graduate with a Master degree from Business school or University, majoring in Finance with a specialization in Capital Markets, Financial derivatives, Risk Management.

    A previous experience in Investment Banking would be appreciated.

    You are fluent in English.

    You are proficient in Office application

    Evolution

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

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