Reference 260008U6

Responsibilities

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.
Apply domain expertise in day-to-day operations.
Contribute to the process enhancements and rectification.
Perform root-cause analysis and resolve any team hurdles.
Manage simple case studies and challenges with minimal supervision.
Review and provide feedback on standard operating procedures.

Consistently surpass the accuracy and productivity levels.

Required

Profile required

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

“We are committed to creating a diverse environment and are proud to be an equal chance 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

At Société Générale, 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

📌 Senior Analyst (Bengaluru)
🏢 Societe Generale Global Solution Centre
📍 Bengaluru