Description :

About the Job

As part of the SG GSC RISQ Department, you will be positioned at the core of Société Générales business.

The RISQ team supports business lines in driving growth and profitability through strong risk culture, analytical rigor, and strategic insight.

Working in this environment is intellectually enriching, as economic developments directly influence model behavior and decision-making.

The team works closely with global business lines and provides opportunities for continuous learning and advancement.

Within RISQ, the Model and Data Science (MOD) team is responsible for the development, calibration, and monitoring of regulatory credit risk models (PD, LGD, EAD) and IFRS9 provisioning models.

Role Summary :

Conduct end-to-end calibration, validation, and monitoring of regulatory credit risk (PD, LGD, EAD) and IFRS9 provision models, ensuring compliance with Basel and IFRS9 standards.

Key Responsibilities :

- Apply deep domain expertise (Basel / IFRS9) to model calibration and monitoring activities.

- Execute end-to-end model calibration for PD, LGD, EAD, and IFRS9 models.

- Manage intermediate-level case studies and project challenges with minimal supervision.

- Perform root-cause analyses and resolve operational or analytical hurdles within the team.

- Identify, propose, and implement improvements in processes, methodologies, and project workflows.

- Understand upstream data pipelines and downstream model consumption processes.

- Represent the team in internal forums, regulatory meetings, reviews, and innovation initiatives.

- Mentor and guide junior team members through project execution.

Required Skills & Qualifications :

- Experience: 510 years of experience in Model Risk Management, Regulatory Credit Risk Modeling, or IFRS9 model development/calibration (adjustable as per your requirement).

- Proven functional expertise in Basel (IRB) models and IFRS9 provisioning models.

- Strong programming skills in SAS and R.

- Hands-on experience with model calibration, back-testing, monitoring, and documentation.

- Strong analytical thinking with excellent communication, negotiation, and problem-solving skills.

- Ability to independently handle moderate-to-complex modeling cases.

- Capability to coach and support junior team members