Senior Analyst - Model development

Societe Generale·Bengaluru

Pay not statedMid levelFull-time

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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