Permanent contract|Bangalore|Risks


Bangalore, India Permanent contract Risks


The mission of a Lead Expert is varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Group’s modeling entities.

Your main missions will be:

  1. End to end responsibility of modeling validation missions, based on the planning and framework
  2. Interact with the modeling entities
  3. Analyze and test methods by using both technical knowledge and critical thinking.
  4. Conduct quantitative reviews (statistics).
  5. Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.
  6. Contribute to the composition of a validation report in order to communicate the conclusions of the review mission.
  7. Contribute and present the results of the review at the Models Committee
  8. Ensure adequate documentation and archiving of the analysis carried out.
  9. Mentoring Junior team members.
  10. The Manager works on many different topics such as: retail or wholesale credit risk (PD models, CCF models, LGD models, stress tests…), market risk models (VaR/SVaR/FRTB, EEPE, CVA, SIMM, IRC/CRM...), models developed under the IFRS 9 framework, models developed to comply with US regulatory requirements.
  11. Strong Project Management skills
  12. Excellent Communication Skills.

Profile required

  1. Ideal candidate should be well versed in credit risk model development, validation, and maintenance of models (PD, LGD and EAD) for wholesale and retail credit portfolio of the bank as per regulatory guidelines.
  2. Exposure to banking book and understanding of trading book products and knowledge on BASEL/IFRS guidelines is highly desirable. Candidate should have excellent business communication skills.

Why join us

“We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”.

Business insight

Societe Generale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Societe Generale (SG), Our role and purpose is to enable the strategic vision of Societe Generale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation & Artificial Intelligence and applying it to banking.

SG Global Solution Centre provides services in the areas of Application Development and Maintenance, Infrastructure Management, Business Process Management, and Knowledge Process Management, to Societe Generale's business lines around the world.

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: 220004L8
Entity: SG Global Solution Centre
Starting date: immediate
Publication date: 2023/01/19