Consultant Expert - Model Monitoring/Calibration

ROLE DESCRIPTION KEY SKILLS:

• 3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models

• Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable

• Programing knowledge in SAS and/or R

• Excellent written (documentation) and oral communication skills in English

LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation

As a part of the Risk Department, you will be at the center of Société Générale’s business. The Risk Department aims to contribute to the development of business lines and their profitability through a challenging risk culture.

Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis on a daily basis. As a key business partner, the department is in close proximity to all of the Group’s business lines. Joining us would mean integrating into a network of proven excellent at the very center of the bank’s activities, opening access to new and exciting development opportunities.

Within RISQ, the department ERA (Enterprise Risk Analytics) handles the analysis and the support in the steering of all the risks of the Group: supervision and steering of the rating system of the credit risk, the measure of the capital of the Group and the provisions (reserves), the analysis of the risk profile of the Group including under stress and in forward-looking vision..

These assignments, carried out in the context of projects or production processes whose scope or results are significant for the management of the Group or its compliance with banking regulations, are subject to defined and constrained schedules and resources, in the contexts demanding economic and regulatory environment.

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  EDUCATIONAL QUALIFICATION:

  Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability

  KEY SKILLS:

  • 3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models

  • Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable

  • Programing knowledge in SAS and/or R

  • Excellent written (documentation) and oral communication skills in English

  
  

  LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation

  
  
  

“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”.

At Société Générale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating, and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating?
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

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