Societe Generale is looking for a Junior Model Risk Manager to join its Risk Division (RISQ). The Model Risk Division (RISQ/MRM) serves as the second line of defense, managing model risk for the Group through governance oversight and independent reviews. In this role, you will be responsible for conducting reviews and analyses of the bank's internal models, operating within a reinforced regulatory context.
What You'll Do
- Analyze the credit life cycle, risk drivers, and model components to effectively challenge the first line of defense on RWA and ECL calculations.
- Apply in-depth statistical knowledge to daily reviews, using econometric modelling and techniques to evaluate risk differentiation, quantification, and model stability.
- Manage intermediate-level case studies and challenges with minimal supervision.
- Reference and apply relevant governance, organization, and European market regulations such as Basel and IFRS9.
- Brainstorm solutions, escalate problems, take initiative, and actively participate in team life, including internal workshops and knowledge sharing.
- Contribute to preparing presentations for model and expert committees.
- Interact with multiple stakeholders at the Group level.
What We're Looking For
- A graduate with a Master's degree from a Business/Engineering School or University, specializing in a quantitative discipline like Statistics, Economics, or Mathematics.
- Good knowledge and strong interest in model risk management practices, preferably in the credit risk domain, with an understanding of Basel, CRR, IFRS9, and ECB guidelines.
- Fluent in English.
- Strong communication and presentation skills, including clear writing for technical documentation.
- Very good programming and logical skills in SAS, R and/or Python.
- Proficient command of MS Office (Excel, Word, PowerPoint).
Technical Stack
- SAS
- R
- Python
- MS Office (Excel, Word, PowerPoint)
Team & Environment
You will be part of the Model Risk Division (RISQ/MRM), which serves as the second line of defense for model risk management at the Group level.
Benefits & Compensation
- International development program (VIE).
- Integration into teams with expert support.
- Career accelerator with potential opportunities in France and abroad after the VIE.
- Employees can dedicate several days per year to solidarity actions during working hours.
Work Mode
This role offers a hybrid work mode and is based in Bangalore, India.
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.


