TO BE FILLED: Immédiat
LOCALISATION : Hauts-de-Seine
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.
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.
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 (validation of the
modeling, calibration, backtesting, etc.) that have been developed by
the Group's modeling entities.
Your main missions will be:
The model risk manager junior works on many different topics such as:
- Carrying out modeling validation missions, based on the planning and framework defined by the Mission Lead.
- Interact with the modeling entities.
- Analyze and test methods by using both technical knowledge and critical thinking.
- Conduct quantitative reviews (statistics).
- Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.
- Contribute to the composition of a validation report in order to communicate the conclusions of the review mission.
- Contribute and present the results of the review at the Models Committee.
- Ensure adequate documentation and archiving of the analyses carried out.
- retail or wholesale credit risk (PD models, LGD models, stress tests...),
- operational risk models, 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
- Master in Applied Mathematics in Finance.
- Good knowledge and first experience in modeling techniques (descriptive statistics, statistical modeling and probabilistic).
- A good grasp of statistical modeling tools, especially SAS would be appreciated.
in MS Office (Excel, Word, PowerPoint) and an intermediate level of
English (document writing) are essential for this position.
this team is an opportunity both in terms of acquisition of new
expertise and of prospects for development within a group that operates
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.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.