ROLE SUMMARY:

The role is of a Lead 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 coordination with Group RISQ/MOD team. The specific role description being:

       Calibrate/Monitor 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

       Deliver calibration missions within agreed timelines, with desired quality benchmarks

       Ensure adherence to Group standards on development and Regulatory guidelines

       Manage interactions with Socit Gnrale Group model development team and business teams

       Prepare a report to communicate results and findings from the development/calibration missions

       Present the model and findings to stakeholders

All these elements shall be included in the Equilibre de Vie au Travail framework (quality life

at work) and leads to a 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:

       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

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.

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