Consultant Expert - Model Monitoring/Calibration

As a part of the Risk Department at Socit Gnrale, you will play a crucial role in contributing to the development of business lines and their profitability through a challenging risk culture. With a focus on regulatory credit risk (PD, LGD, and EAD) and provision (IFRS9) models, your key responsibilities will include handling the analysis and support in the steering of all risks of the Group, such as supervision and steering of the rating system of credit risk, the measurement of the Group's capital and provisions (reserves), and the analysis of the risk profile of the Group under different scenarios including stress and forward-looking vision. Your educational background should ideally include a Masters or PhD in a quantitative subject such as Mathematics, Physics, Economics, or Finance. Alternatively, a strong track record demonstrating proficiency in these areas would also be considered. In terms of key skills, you should possess at least 3 years of experience in the development of regulatory credit risk and provision models. Exposure to the banking book and knowledge of BASEL/IFRS9 guidelines are highly desirable, as well as familiarity with guidelines from European Regulators. Proficiency in programming languages such as SAS and/or R is essential. Additionally, excellent written and oral communication skills in English are a must. Within the Risk Department, leadership skills such as client focus, team spirit, commitment, responsibility, and innovation are highly valued and will be essential for success in this role. Working within this department offers an intellectually stimulating environment where your analysis is guided by current economic activities on a daily basis. Joining Socit Gnrale means becoming part of a network of excellence at the heart of the bank's activities, providing access to new and exciting development opportunities. If you are looking to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis, and develop or strengthen your expertise, you will find a home with us. Our commitment to diversity and inclusion is reflected in our support for accelerating our Group's ESG strategy by implementing ESG principles in all our activities and policies. We encourage our employees to engage in solidarity actions, such as sponsoring individuals struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are numerous ways to get involved and make a positive impact on the future.,