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.

• propose le cadrage du projet comprenant les analyses à mener, le chiffrage des ressources nécessaires à la réalisation de la mission ;
• planifie et réalise les missions de revue des modèles développés par les entités modélisatrices du Groupe ;
• analyse, teste et juge les méthodes
• veille à la conformité réglementaire de ces modèles et en apprécie leur robustesse et leur performance ;
• produit un rapport de validation afin de communiquer les conclusions de la mission de revue et le défendre en Comité modèles.
• assure la documentation et l'archivage des analyses menées,
  

The missions of a Model Risk Manager are 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 concerning market risk models, namely: VaR/SVaR/FRTB, EEPE, CVA, IRC/CRM, and stresstests.

As the Mission Lead, your main missions will be:

• Complete the validation missions on the basis of elements developed by the modeling entities of the Société Générale Group.
• Propose and validate a project plan, including the analyses to be carried out and the quantification of necessary resources to complete the mission.
• Plan and carry out missions to review models that have been developed by the Group's modeling entities.
• Analyze and test methods by using both technical knowledge and critical thinking.
• Conduct quantitative reviews (statistics).
• Manage interactions with the modeling entity.
• Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.
• Prepare a validation report in order to communicate the conclusions of the review mission.
• Compose and coordinate the writing of the validation document.
• Present the results of the review at the Modeling Committee.
• Ensure adequate documentation and archiving of the analyses carried out.
• The Mission Lead carries out a validation mission independently or manages one or more members of the team (internal or external resources).
  

• De formation Bac + 5 avec une spécialisation en Mathématiques appliquées à la finance, vous justifiez d'une expérience de 3 ans minimum en modélisation de marché (techniques de diffusion, modèles de pricing, calcul stochastique...).
• Vous avez une bonne connaissance de l'environnement de marché et des produits financiers ainsi que de bonnes bases réglementaires.
• Vous avez un anglais courant.
  

• Master in Applied Mathematics in Finance.
• Minimum 3 years of experience in modeling techniques (pricing models, diffusion, stochastic techniques, probabilistic).
• A good grasp of financial products and market environment would be appreciated.
• Proficiency in MS Office (Excel, Word, PowerPoint) and an intermediate level of English (document writing) are essential for this position.
  

Joining this team is an opportunity both in terms of acquisition of new expertise and of prospects for development within a group that operates internationally.
Position based at La Défense - CDI
To be filled as soon as possible.
For the 4th consecutive year, Société Générale received the "Top Employer France" certification for its Human Resources policy