Societe Generale
Location
Bangalore | India
Job description
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
Profile required
EDUCATIONAL QUALIFICATION
Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability
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
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