REFERENCE: 170008F2
TO BE FILLED: ASAP
LOCALISATION: Hauts-de-Seine
Environnement
As
a part of the Risk Department, you will be at the center of Société
Générale's business. The Risk Department aims to contribute to the
development of business lines and their profitability through a
challenging risk culture.
Working within the Risk Department is
intellectually stimulating, and current economic activities guide our
analysis on a daily basis. As a key business partner, the department is
in close proximity to all of the Group's business lines.
Joining us
would mean integrating into a network of proven excellent at the very
center of the bank's activities, opening access to new and exciting
development opportunities.
Mission
The
missions of a Model Risk Manager are varied and hinge upon the
strengthening of regulatory and accounting requirements related to the
supervision and monitoring of risk models. In this context, you will be
responsible for conducting internal model reviews.
As the Mission Lead, your main missions will be:
- Complete the validation missions on the basis of elements developed by the modeling entities of the Société Générale Group.
- Propose
and validate a project plan, including the analyses to be carried out
and the quantification of necessary resources to complete the mission.
- Plan and carry out missions to review models that have been developed by the Group's modeling entities.
- Analyze and test methods by using both technical knowledge and critical thinking.
- Conduct quantitative reviews (statistics).
- Manage interactions with the modeling entity.
- Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.
- Prepare a validation report in order to communicate the conclusions of the review mission.
- Compose and coordinate the writing of the validation document.
- Present the results of the review at the Modeling Committee.
- Ensure adequate documentation and archiving of the analyses carried out.
The
Mission Lead carries out a validation mission independently or manages
one or more members of the team (internal or external resources).
Background
- Master in Applied Mathematics in Finance.
- Minimum 3 years of experience in modeling techniques (descriptive statistics, statistical modeling and probabilistic).
- A good grasp of statistical modeling tools, especially SAS would be appreciated.
- Proficiency
in MS Office (Excel, Word, PowerPoint) and an intermediate level of
English (document writing) are essential for this position.
Evolution
Joining
this team is an opportunity both in terms of acquisition of new
expertise and of prospects for development within a group that operates
internationally.
Position based at La Défense - CDI
To be filled as soon as possible.
For the 4th consecutive year, Société Générale received the "Top Employer France" certification for its Human Resources policy.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.