Quant jobs / Société Générale

Consultant Expert – Model Validation

A model validation role reviewing risk models built by the bank's group entities, covering credit, operational and market risk, with scope to lead annual reviews. 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.

Lead or contribute to annual validations of credit and market risk models
Test methodologies and run statistical reviews
Assess regulatory compliance, robustness and performance
Write validation reports and archive the analysis
Work with modelling teams on follow-up findings

What they ask for

Required

Statistics
Model validation and backtesting
Credit risk models (PD, LGD, stress tests)
Market risk models (VaR, FRTB, CVA, SIMM)
IFRS 9 and US regulatory model requirements
Report writing
Critical thinking

Education: Not stated
Experience: Not stated; the title implies experienced validators who can lead reviews
Markets: credit, multi-asset

How to prepare

Validate a market-risk VaR model with backtests and challenger models
Study FRTB, CVA and SIMM methodology at a high level
Build a PD and LGD validation toolkit with statistical tests
Practise leading a review: scoping, tests, findings and a final report
Read how IFRS 9 and US stress testing models are governed

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

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.