Analyst - Model Validation - Risks - Bangalore, India
BengaluruFull-timeJunior levelPosted 2 months ago
Risk role at Societe Generale in Bengaluru. Needs a degree.
About the role
In this context, you will be responsible for conducting internal model reviews (validation of models, backtesting, etc.) that have been developed by the Group’s modeling entities.Your main missions will be:- lead/contribute on annual validation missions, based on the planning and framework- Interact with the modeling entities.- Analyze and test methods by using both technical knowledge and critical thinking.- Conduct quantitative reviews (statistics).- Be vigilant in the analysis of the…
What you need
- Credit risk
- IFRS
- Operational risk
- Market risk
- Reporting
- Statistics
Good to have
- Machine learning
- SAS
- R
- CRM