Analyst – Model Validation
A model validation role reviewing risk models built by the bank's group entities, covering credit, operational and market risk. It is part of the group model risk management function.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Contribute to annual validation reviews of credit and market risk models
- Test methods and backtest outputs statistically
- Check models against regulatory requirements
- Write validation reports and record the analysis performed
- Talk with the modelling teams to clarify methods
What they ask for
Required
- Statistics
- Model validation and backtesting
- Credit risk models (PD, LGD, stress tests)
- Market risk models (VaR, FRTB)
- Regulatory compliance awareness
- Report writing
- Critical thinking
- Education
- Not stated
- Experience
- Not stated
- Markets
- credit, multi-asset
How to prepare
- Backtest a VaR model and run the Kupiec and traffic-light tests
- Learn the basics of FRTB expected shortfall and SIMM
- Validate a simple PD model with discrimination and calibration tests
- Practise writing findings with evidence and a clear severity
- Read about IFRS 9 expected credit loss and how models are reviewed
What to study
- Probability, Statistics and Financial Data
- Quantitative Risk Management
- Econometrics and Financial Time Series
- Counterparty Credit Risk and CVA
- Professional Quant Practice
The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Société Générale’s site before applying: requirements, location and pay can change after we check them.
View the posting on Société Générale’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Société Générale and doesn’t handle applications.