As a Model Risk Manager, you will review and challenge risk measurement models developed by group entities, including model calibration and backtesting, ensuring they meet regulatory standards and demonstrate strong performance. You will critically analyze models using advanced statistical techniques and financial modeling approaches.
The role requires a graduate with a minimum of one year's experience in modeling, with strong technical skills in statistical modeling, stochastic calculation, and financial modeling. Proficiency in programming languages like Python and R, and a deep understanding of banking and market environments are essential. Experience with financial products and descriptive statistical techniques is crucial.
Société Générale offers a dynamic career with opportunities for international mobility, regular training, and attractive compensation. The package includes a competitive fixed salary, individual variable compensation, profit-sharing, and additional benefits such as preferential banking services, time savings account, and enterprise savings plan. The company provides a supportive, inclusive work environment with hybrid working options and numerous professional development opportunities.