Job Description

Responsibilities
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ROLE SUMMARY:


Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.


ROLE DESCRIPTION:

• Construct modelling databases and analyze the data quality for the same.
• Identify and resolve medium to high-level issues around data collection, wrangling and data quality.
• Detect and define database creation process enhancements, regularly.
• Prepare, attend and contribute to process governance meetings with stakeholders - modelling and IT teams.
• Train analysts.


Profile required
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EDUCATIONAL QUALIFICATION:


Masters in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.


ROLE QUALIFIERS:

• Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.
• knowledge in Python, with desired exposure to SAS and/or R languages.
• Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.
• Demonstrated strong communication, and problem-solving skills.
• Desired understanding of regulations governing data.


Why join us
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"We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.


Business insight
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At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.


Whether you're joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA.


If you too want 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 feel right at home with us!


Still hesitating?


You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices and sharing their skills with charities. There are many ways to get involved.


Diversity and Inclusion
We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents , regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.