Submission #249

Submission information
Submitted by Anonyme (not verified)
Wed, 09/20/2017 - 15:44
Model Risk Manager Junior
Societe Generale
With, Société Générale Risk Department is hiring a :
►Model Risk Manager Junior (Paris-La Défense)
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•Master in Applied Mathematics in Finance.
•Good knowledge and first experience in modeling techniques (descriptive statistics, statistical/probabilistic modeling).
•good grasp of statistical modeling tools, SAS would be appreciated.
•Proficiency in MS Office (Excel, Word, PowerPoint) and an intermediate level of English (document writing) essential for this position.
•Carrying out modeling validation missions, based on the planning and framework defined by the Mission Lead.
•Conduct quantitative reviews (statistics).
•Contribute & present the results of the review at the Models Committee.
•works on many different topics: retail/wholesale credit risk (PD model, LGD model, stress test...), operational/market risk model (VaR/SVaR/FRTB, EEPE, CVA, SIMM, IRC/CRM...).

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