소시에테 제네랄에서 계량 리스크 분석가를 채용합니다. 통계학, 계량경제학, 확률 수학 전공 석사 학위가 필수이며, SAS, R, Python 등 통계 분석 언어 활용 능력이 요구됩니다. 은행의 리스크 관리 모델을 설계하고 데이터 과학 솔루션을 개발하는 핵심 업무를 수행합니다. 수학적 전문성을 바탕으로 금융 리스크를 예측하고 비즈니스 부서와 협업할 인재를 찾습니다.
QUANTITATIVE RISK ANALYST
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Design econometric, statistical and Machine Learning models for risk prediction at the bank.
As a Quantitative risk analyst, you will develop tools for managing the bank’s risks, such as rating models used by the Front Officers and models to calculate the right amount of capital required by the regulator.
An innovative working environment.
High-level expertise in the application of mathematics to finance and quantitative risk.
Close working relations and synergies with the Data Scientist community.
« For those who are passionate about maths, there really is a multitude of possible positions and applications within the bank. Risk teams require more and more technical proficiency, and degrees related to mathematics and statistics are highly valued » Achille-Joël | Quantitative risk analyst
Meet Yves-Roland, quantitative analyst
Hello, I am Yves-Roland, quantitative analyst specialized in credit risks at Societe Generale since 2021. I started in the Group with an end-of-study internship as part of a master's degree in statistics and very quickly, I was captivated by the richness of the missions and the environment conducive to innovation. So I took the opportunity to continue on a permanent contract.
My job is to design and monitor statistical models credit risk assessment. Specifically, I work with a wide range of historical data on loans which have defaulted on payments. This data is various: this could be customer records, behaviors on the contract, macroeconomic indicators. The goal is to be able to use this data to extract generalities and trends that allow to anticipate the bank's credit risk. For example, it's predicting the probability of default by borrowers, the amount at risk in case of default or even the loss.
I find very motivating and rewarding to work on strategic projects. I am proud to have been able to participate in a project of risk modeling that was followed by a submission to the European Central Bank, which is relatively rare in the industry. This mission was particularly rewarding, but also very educational. It allowed me to question my own certainties and broaden my horizons.
The key skill is the ability to communicate. On the one hand, knowing how to communicate with the machine, i.e. being at ease with at least one programming language dedicated to statistical analysis such as SAS, R or Python. On the other hand, the ability to communicate figures, i.e. knowing how to correctly interpret these analyses.
I am part of a large team of modelers which is very supportive and where everyone can share their ideas. It creates an environment of trust and a real team spirit. Moreover, the team enhances its external appeal by proposing around ten internships every year on challenging and rewarding subjects. We also actively contribute to the reskilling program. This program offers various training to our employees who work in other departments of the bank and want to learn a new job.
Logic
Ability to teach and explain
Innovative spirit
Knowledge of modelling techniques
Master’s degree in Engineering with a specialisation in econometrics, stochastic mathematics or statistics
To get to know each other and make sure you will be happy as part of Societe Generale, please follow the below steps.
01
Get in touch
By responding to our job advertisement.
02
Tell us a little bit more about yourself
We’ll contact you for an initial exchange and online tests.
03
Is it a match?
You’ll meet our operational team and human resources partners.
04
Welcome!
The job is yours, and you’re ready to start the adventure.
At Societe Generale, we make sure that everyone can forge their own path depending on their goals and abilities. After few years as a Quantitative risk analyst, you new opportunities will be open to you:
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