Modelling Expert

il y a 4 semaines


RueilMalmaison, Île-de-France Société Générale Assurances Temps plein
Job Title: Modelling Specialist

Join our team as a Modelling Specialist and contribute to the development of credit risk models, IFRS9 models, and Pillar 1 models. As a key member of our Risk Modelling and Analytics team, you will be responsible for building up the modelling expertise within Ayvens and focusing on credit risk models.

Key Responsibilities:
  • Develop and supervise models within the scope of the team
  • Initiate the development of models, develop models, supervise the implementation and use of models, test the performance of models, and remediate recommendations on models
  • Contribute to the operational merger with LeasePlan and the creation of Ayvens, actively contributing to the defined Target Operating Model
  • Accomplish modeling projects with a focus on respect for commitments, collective work, and knowledge of the business underlying the models developed
  • Contribute to the innovation and transformation of the team in the context of Ayvens and the merger with LeasePlan, optimizing the model development process, appropriating new technologies, and proposing extensions of the scope
  • Communicate with stakeholders and represent the modelling to third parties at Ayvens
Requirements:
  • Excellent knowledge of regulations applicable to modelling and regulatory requirements
  • Experience in defining and implementing regulatory and non-regulatory credit risk models
  • Strong statistical skills and skills in managing the risks underlying modelling
  • Previous experience in building up and monitoring modelling systems within the Société Générale group is a plus
  • Experience with the specificities of leasing is a plus
  • Fluent English
About Ayvens:

Ayvens is a subsidiary of the Société Générale group, specialized in the automobile financial services. We are the leader of the operational car leasing, and our range of services allows international companies to concentrate on their business line by delegating the financing, management, and maintenance of their car fleet. We are committed to ensuring equal opportunities and promoting diversity within our company.


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