QUANTITATIVE RISK ANALYST

Hello, I am Yves-Roland, quantitative analyst specialized in credit risks at Societe Generale since 2021. I started in the Group with an end-of-study internship as part of a master's degree in statistics and very quickly, I was captivated by the richness of the missions and the environment conducive to innovation. So I took the opportunity to continue on a permanent contract.

My job is to design and monitor statistical models credit risk assessment. Specifically, I work with a wide range of historical data on loans which have defaulted on payments. This data is various: this could be customer records, behaviors on the contract, macroeconomic indicators.
The goal is to be able to use this data to extract generalities and trends that allow to anticipate the bank's credit risk. For example, it's predicting the probability of default by borrowers, the amount at risk in case of default or even the loss.

I find very motivating and rewarding to work on strategic projects. I am proud to have been able to participate in a project of risk modeling that was followed by a submission to the European Central Bank, which is relatively rare in the industry. This mission was particularly rewarding, but also very educational.
It allowed me to question my own certainties and broaden my horizons.

The key skill is the ability to communicate. On the one hand, knowing how to communicate with the machine, i.e. being at ease with at least one programming language dedicated to statistical analysis such as SAS, R or Python. On the other hand, the ability to communicate figures, i.e. knowing how to correctly interpret these analyses.

I am part of a large team of modelers which is very supportive and where everyone can share their ideas. It creates an environment of trust and a real team spirit. Moreover, the team enhances its external appeal by proposing around ten internships every year on challenging and rewarding subjects. We also actively contribute to the reskilling program. This program offers various training to our employees who work in other departments of the bank and want to learn a new job.