Consultant Expert - Model Monitoring/Calibration

Société Générale Assurances

📍 Bengaluru, Karnataka, India

Permanent contract Mathematical Science Occupations

Job Description

Consultant Expert - Model Monitoring/Calibration

Risks Permanent contract Bangalore, India Hybrid Reference 240009K0 Start date Immediately Publication date 2025/06/04

Responsibilities

ROLE DESCRIPTION KEY SKILLS:

  • 3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models

  • Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable

  • Programing knowledge in SAS and/or R

  • Excellent written (documentation) and oral communication skills in English

  • LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation

    As a part of the Risk Department, you will be at the center of Société Générale’s business. The Risk Department aims to contribute to the development of business lines and their profitability thro...

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