Location
Bangalore | India
Job description
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 Soci t G n rale s business
- The Risk Department aims to contribute to the development of business lines and their profitability through a challenging risk culture
- Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis on a daily basis
- As a key business partner, the department is in close proximity to all of the Group s business lines
- Joining us would mean integrating into a network of proven excellent at the very center of the bank s activities, opening access to new and exciting development opportunities
- Within RISQ, the department ERA (Enterprise Risk Analytics) handles the analysis and the support in the steering of all the risks of the Group: supervision and steering of the rating system of the credit risk, the measure of the capital of the Group and the provisions (reserves), the analysis of the risk profile of the Group including under stress and in forward-looking vision
- These assignments, carried out in the context of projects or production processes whose scope or results are significant for the management of the Group or its compliance with banking regulations, are subject to defined and constrained schedules and resources, in the contexts demanding economic and regulatory environment
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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