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Societe Generale Global Solution Centre logo
Consultant Expert Model Validation Societe Generale Global Solution Centre

1.0 - 4.0 years

3 - 6 Lacs

bengaluru

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Reference 2500050W Responsibilities The missions of a Consultant ExpertMRM are varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models In this context, you will be responsible for conducting internal model reviews (validation of models, backtesting, etc) that have been developed by the Groups modeling entities, Your main missions will be: lead/contribute on annual validation missions, based on the planning and framework Interact with the modeling entities, Analyze and test methods by using both technical knowledge and critical thinking, Conduct quantitative reviews (statistics), Be vigilant in the analysis of ...

Posted 3 months ago

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