Lead Expert - Model Development/Calibration

Societe Generale·Bengaluru

Pay not stated7–13 yrsFull-time

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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