A senior role in credit risk modeling and regulatory framework management within Société Générale's central risk functions. The position involves overseeing the IRB (Internal Ratings Based) approach, maintaining model inventories, and ensuring regulatory compliance across the group's banking operations.
Primary responsibilities include defining and managing the global IRB framework, coordinating implementation across the Société Générale Group, tracking performance and regulatory compliance of credit risk models, maintaining prudential approach references, contributing to regulatory reporting, and managing communications with European banking supervisors.
Candidates must have a master's degree with 8-10 years of banking experience in credit risk, IRB models, or finance. Strong knowledge of regulatory frameworks like CRR2/3 is essential, with expertise in credit risk modeling, RWA calculations, and methodological challenge capabilities. Candidates should demonstrate rigor, curiosity, analytical skills, and ability to work transversally across organizational levels.
Société Générale offers a dynamic career path with opportunities to change roles every 4 years, regular training, attractive compensation including fixed salary, individual variable pay, and participation bonuses. Additional benefits include preferential banking services, time savings account, company savings plan, 2 days weekly remote work, 26-28 paid vacation days, comprehensive social benefits, and an inclusive, diverse workplace culture.
