Functional Expert - Model Development

 Bangalore, India       Permanent contract        Banking Operations

Responsibilities

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.

Profile Required

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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

     

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, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Job code: 20000IGA
Business unit: SG Global Solution Centre
Starting date: 01/12/2020
Date of publication: 28/08/2020
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Functional Expert - Model Development

Permanent contract   |   Bangalore   |   Banking Operations