ROLE SUMMARY:

The role is of Consultant Expert for the SG GSC RISQ/MOD team working on model development missions. The objective is to provide domain expertise to ensure on-time and quality deliverable of model development/calibration/monitoring missions, and coordinate with Group RISQ/MOD team. The specific role description being:

         Develop/calibrate IFRS9 or BASEL models by adhering to Group framework

         Continuously improve the models and research on latest modelling methodology and best industry practices, while meeting all regulatory and data constraints

         Work on end-to-end model development (PD, LGD, EAD) from data exploration to report writing

         Propose project plan, including plan of calibration/monitoring to be carried out for the missions

         Ability to conduct business reviews and recommend improvements by analyzing business risks, efficiency and quality

         Challenge and recommend the existing process enhancements with the complete functional knowledge on upstream and downstream processes.

         Proven expertise in analyzing root cause and providing solutions for residual risks at value chain.

         Continuous upskilling of industry knowledge and address any new business or product launch queries.

         Contribute to the Global Expert community of value chain.

         Train experts and lead experts in the team.

All these elements shall be included in the Equilibre de Vie au Travail framework (quality life at work) and leads to performance evaluation. Ensure that all activities and duties are carried out in full compliance with regulatory requirements and internal policies and standards.

The qualifiers to perform the role are:

          7+ years of experience in model development of regulatory credit risk models

         Knowledge of Time series, Regression, Optimization, Markov chain, Smoothening etc.

         Exposure to guidelines from European Regulators is desirable

         Programing knowledge in SAS and/or R

         Excellent written (documentation) and oral communication skills in English

         Consultative mindset and problem-solving approach

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

ROLE QUALIFIERS:

         Strong programming knowledge in SAS and R languages

         Hands on experience in IFRS9 and/or Basel model calibration/development/monitoring

         Demonstrated strong communication, negotiation, interpretation and problem-solving skills

LEADERSHIP SKILLS:

Client Focus, Team Sprit, Commitment, Responsibility and Innovation

ROLE DESCRIPTION KEY SKILLS:

         Experience in development/monitoring/calibration of provision (IFRS9)/BASEL models

         Knowledge of Time series, Regression and Optimization, Markov Chain methods

         Programing knowledge in SAS and R/Python

         Exposure to guidelines from European Regulators is desirable

         Excellent written (documentation) and oral communication skills in English

         Candidate is expected to bring a consultative mindset and problem-solving approach

 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.

At Socit Gnrale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether youre joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating, and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating? 
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

We are committed to support accelerating our Groups ESG strategy by implementing ESG principles in all our activities and policies. They are translated in our business activity (ESG assessment, reporting, project management or IT activities), our work environment and in our responsible practices for environment protection.

Diversity and Inclusion