Consultant Expert - Model development
BengaluruFull-time5–9 yrsPosted over a month ago
Senior software engineering role at Societe Generale in Bengaluru. Needs 5+ years and a PhD.
About the role
The role is of Consultant Expert for the SG GSC RISQ/MOD team working on model development missions. The objective is to provide domain expertise to ensure on-time and quality deliverable of model development/calibration/monitoring missions, and coordinate with Group RISQ/MOD team. All these elements shall be included in the “Equilibre de Vie au Travail” framework (quality life at work) and leads to performance evaluation.
What you'll do
- Develop/calibrate IFRS9 or BASEL models by adhering to Group framework
- Work on end-to-end model development (PD, LGD, EAD) from data exploration to report writing
- Contribute to the Global Expert community of value chain
- Train experts and lead experts in the team
- Ensure that all activities and duties are carried out in full compliance with regulatory requirements and internal policies and standards
What you need
- Python
- SAS
- R
- Credit risk
- Physics