Interested in finding more jobs in New York, NY? Click Here to create a Climber profile today!
Societe Generale Work Values
Interested in finding out if you are the type of person this company is looking for? Create an account and take our patented DNA assessment now to see how you compare.
Daily Duties at Societe Generale:
1. Independently designed and automated a 9x9 scenario analysis model for 2 portfolios, using Black-Scholes Model and F Sharp to monitor daily risk exposure; raised concern to Risk Officer on a 50 million potential loss in scenario analysis due to the aggressive trading strategy 2. Improved efficiency in setting trading limits by developing a simulation model that generated 10, 000 portfolios across 27 future contracts to calculate ETrading Limit / Credit Limit ratio 3. Validated market risk system outputs by calculating standard deviation, correlation, and VaR across 41 future contracts 4. Utilized hedging ratios and inverse hedging ratios to create Margin Requirements Calculation Process with 2 teammates for an Index / ETF pair trading portfolio 5. Trained 4 full-time analysts on using scenario analysis model and generating daily risk reports for 3 product groups (future contracts, FX forwards, repos / reverse repos) and in-house investments
What they like about Societe Generale:
A hiring company that offers alternative approaches to pay, performance bonuses, and/or equity in the firm is very attractive to you. You're generally less interested in working for an organization offering only traditional, salary-based compensation, one with limited opportunity to acquire equity in the firm, or one that does not actively promote skill development. In addition, you are more likely to choose a company that offers a variety of internal career options, with defined career paths. You view the learning of new skills and development of your expertise as key to your career advancement. These aspects of an organization may become even more important to you as you progress in your field, and are especially critical if you change career or occupation.
Tags
VBA, Excel, R, Matlab, Bloomberg, Stress Test, Scenario Analysis, Mathematics, Linux, Financial Engineering, Risk Analyst, Market Risk, Programming, Quantitative Finance, Risk Monitoring, Risk Reporting, Risk Indentification, Risk Measurement
Information about Societe Generale
Company Rank: Not Available
Average length of employment : 0 years
Average salary of employees: $57,500
These are some of the questions we asked our climbers about their experiences with Societe Generale:
| 05| | ||
| Were your performance expectations clearly communicated? | 0.0 |
|
| Were you recognized for meeting or exceeding expectations? | 0.0 |
|
| Did you feel like your personal contribution was important? | 0.0 |
|
| Was your career path clearly outlined and discussed? | 0.0 |
| 03| | ||
| I would recommend this as a place of employment. | 0.0 | |
| I believe in the purpose of this organization. | 0.0 | |
| I would work for this organization again. | 0.0 | |
| I feel employees are fairly compensated. | 0.0 |
Climbers who worked at Societe Generale had these interests:
| Websites | |
|---|---|
| Maixin Jiang Linked-in Profile https://www.linkedin.com/profile/view?id=138822958&trk=nav_responsive_tab_profile |
My Linked-in Profile |
