Coordinates and leads reviews of risk models developed by different entities of the Société Générale group, focusing on modeling, recalibration, and backtesting. Challenges risk measurement methods through advanced technical knowledge and ensures comprehensive model performance evaluations.
Requires a master's degree (Engineering or Applied Mathematics in Finance) with minimum 6 years of experience in modeling and project management. Must have deep technical expertise in statistical modeling techniques, programming languages like Python and R, and comprehensive understanding of banking and financial market environments.
Offers a dynamic career with opportunities for international exposure, regular training, attractive compensation including fixed salary, individual variable pay, and participation bonuses. Provides additional benefits like preferential banking services, time savings account, enterprise savings plan, and a supportive, inclusive work culture committed to positive global transformations.
