Design, calibrate, and monitor quantitative risk models for credit risk assessment, decision support, and risk measurement. Develop statistical, econometric, and probabilistic models that contribute to the bank's credit risk strategy and non-financial risk management.
Required candidates must have a master's degree in statistics or engineering with at least 3 years of credit risk modeling experience in banking, regulatory environments, or consulting. Strong technical skills in econometric modeling, programming languages like Python, R, and SAS are essential. In-depth knowledge of regulatory frameworks such as Basel, IFRS9, and stress testing is crucial.
Société Générale offers a dynamic career with opportunities for international mobility, regular training, and attractive compensation. Benefits include competitive salary, performance bonuses, profit-sharing, preferential banking services, flexible working arrangements with minimum 2 days of remote work, comprehensive annual leave, and a supportive, inclusive work environment focused on positive global transformation.
