ROLE SUMMARY:

Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

ROLE DESCRIPTION:

       Apply data wrangling and credit risk domain expertise in creation of modelling and monitoring databases and evaluating the quality of the same.

       Manage intermediate level case studies and challenges on around data collection, wrangling and data quality with minimal supervision.

       Perform root-cause analysis and resolve any team hurdles around data quality issues.

       Identify, develop and implement process and project enhancements.

       Know upstream and downstream processes of modelling data creation.

       Lead process governance meetings with stakeholders modelling and IT teams.

       Represent and contribute to internal forums, and innovation.

EDUCATIONAL QUALIFICATION:

Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.

ROLE QUALIFIERS:

       Proven expertise in data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.

       Familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.

       Strong programming knowledge in Python, with desired exposure to SAS and/or R languages.

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

       Ability to guide juniors team members on projects.

       Attitude of sharing knowledge and experiences with the peer team of experts.

       Ability to lead modelling and monitoring databases creation and change request projects with minimum supervision.

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 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