Within SGCIB, the Global Banking and Advisory business unit (GLBA) is responsible for providing our issuer clients (corporates, financial institutions, public sector) with capital raising solutions, along with structured financing and commodities, forex and interest rate hedging. Developing tailor-made products and providing strategic advice (capital structure advisory, financing schemes, and capital markets) based on our worldwide expertise and in-depth sectorial knowledge, we aim to meet our clients’ financing needs. We are a top player across euro debt capital markets and have won many international accolades over the years as a worldwide leader in export, project, natural resources, and energy finance.

Within the Credit Portfolio Management, Capital & Liquidity Solutions team, the Asset Liability Management Specialist will be responsible for managing the liquidity and structural risks of our financing activities in the Americas region.

Besides managing the pricing and monitoring operations booked in SG’s Americas region, the candidate will be collaborating closely with their counterparts on the GLBA/CPM/CLS team in Paris, as the ALM model risk is managed globally.

Direct responsibilities include the following:

• Pricing of Internal Liquidity Cost Pre-Closing:
  
  • Based on deal structure pre-closing, forecast the on-balance sheet profile and its associated internal liquidity cost using the liquidity models developed
    
  • Work with originators to identify all inherent deal uncertainties related to the transaction (e.g., closing delay, drawing options) and best define the liquidity micro-hedging strategy that respects the deal’s uncertainty sensitivity
  • Assist with micro-hedging deals at closing
• Ongoing Asset and Liability Management:
  
  • Monitor the ALM portfolio’s long-term gaps and market risk limits
  • Report the ALM portfolio metrics with multiple analytical and reporting views including accrual, shadow Mark-to-Market (MtM), and income contribution split between market and model risk factors
• Ad hoc projects:
  • Help automate internal processes
  • Perform market analysis
  • Assist with model documentation

A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions.

Please note that it is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. *Grade sheets are not accepted as justification of diploma.