Model Risk Manager Expert Lead

il y a 3 semaines


Paris, Île-de-France Societe Generale Temps plein
Join Our Team as a Model Risk Manager Expert Lead

We are seeking a highly skilled and experienced Model Risk Manager Expert Lead to join our team at Societe Generale. As a key member of our risk management team, you will be responsible for coordinating and leading the review of models developed by our entities, ensuring their accuracy and compliance with regulatory requirements.

Key Responsibilities:
  • Coordinate and lead the review of models developed by our entities, including model development, recalibration, and backtesting.
  • Challenge existing methods and propose new approaches using your technical knowledge of statistics, stochastic calculus, and financial modeling.
  • Ensure the models are compliant with regulatory requirements and evaluate their strengths and weaknesses.
  • Supervise and participate in the development of review reports that summarize the findings of your missions.
Requirements:
  • Minimum 6 years of experience in model risk management or a related field, with a strong background in statistics, stochastic calculus, and financial modeling.
  • Excellent analytical and problem-solving skills, with the ability to communicate complex ideas effectively.
  • Strong leadership and collaboration skills, with the ability to work effectively in a team environment.
  • Proficiency in programming languages such as Python and R, and experience with model development and risk management software.
What We Offer:
  • A competitive salary and benefits package, including a comprehensive health insurance plan and retirement savings plan.
  • Opportunities for professional growth and development, including training and education programs.
  • A dynamic and supportive work environment, with a diverse and inclusive team.

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