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Job description
A challenging role for a mathematical and statistical expert who will review and challenge risk measurement models in a dynamic international banking environment. The ideal candidate will work on reviewing regulatory risk models, ensuring their performance and compliance while bringing innovative approaches to model assessment.
As a Model Risk Manager, you will challenge and review risk measurement models proposed by the group's entities, conducting comprehensive model assessments involving modeling, recalibration, and backtesting of financial risk models.
The role requires a strong mathematical background with expertise in statistics, stochastic calculus, and financial modeling. You will need advanced technical skills in programming languages like SAS, R, and Python, and a deep understanding of banking and financial market environments.
Société Générale offers a dynamic career with opportunities for international exposure, regular training, attractive compensation including fixed salary, individual variable pay, and participation bonuses. Benefits include preferential banking services, time savings account, company savings plan, and flexible working arrangements with at least 2 remote work days per week.