Reference 260008U6
Responsibilities
ROLE SUMMARY:
Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.
ROLE DESCRIPTION:
- Construct modelling databases and analyze the data quality for the same.
- Apply domain expertise in day-to-day operations.
- Contribute to the process enhancements and rectification.
- Perform root-cause analysis and resolve any team hurdles.
- Manage simple case studies and challenges with minimal supervision.
- Review and provide feedback on standard operating procedures.
Consistently surpass the accuracy and productivity levels.
Required
Profile required
EDUCATIONAL QUALIFICATION:
Masters in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.
ROLE QUALIFIERS:
- Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.
- knowledge in Python, with desired exposure to SAS and/or R languages.
- Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.
- Demonstrated strong communication, and problem-solving skills.
- Desired understanding of regulations governing data.
Why join us
We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.
Business insight
At Société Générale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.
Whether you're joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA.
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!
Still hesitating
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices and sharing their skills with charities. There are many ways to get involved.
