Senior Analyst - Model development
BengaluruFull-timeMid levelPosted 1 week ago
Mid-level software engineering role at Societe Generale in Bengaluru. Needs a PhD.
About the role
The role is of an Expert for the SG GSC RISQ/MOD team working on model calibration/monitoring missions. The objective is to provide domain expertise to ensure on-time and quality deliverable of model development/calibration/monitoring missions, and coordination with Group RISQ/MOD team. All these elements shall be included in the “Equilibre de Vie au Travail” framework (quality life
What you'll do
- Work on end-to-end model calibration/monitoring (PD, LGD, EAD) from data exploration to report writing
- Deliver calibration missions within agreed timelines, with desired quality benchmarks
- Ensure adherence to Group standards on development and Regulatory guidelines
- Manage interactions with Société Générale Group model development team and business teams
- Prepare a report to communicate results and findings from the development/calibration missions
What you need
- Python
- SAS
- R
- Physics