Quant jobs / Société Générale

Model Risk Management Analyst – Credit Model Performance Monitoring

A model risk management role monitoring the performance of credit risk models used across the bank's group entities. You would maintain the indicators validators rely on in annual model reviews.

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.

Run and improve model performance analytics for PD, LGD and CCF models
Check indicators for quality and consistency, and resolve anomalies
Standardise calculation rules across parameters
Support reviewers by explaining what indicators mean
Update methodology documents and coordinate framework changes

What they ask for

Required

Statistics and modelling
Python and R
SAS-type modelling tools
Credit risk parameters (PD, LGD, CCF)
Banking environment knowledge
Regulation (CRR, EBA guidelines)
English

Education: Bac+4/5 from an engineering school or in maths applied to finance
Experience: About one year of modelling experience
Languages and tools: Python
R
SAS
Markets: credit

How to prepare

Build a dashboard of PD, LGD and CCF back-test indicators on public data
Learn the EBA, CRR and TRIM expectations for model monitoring
Practise statistical tests: Gini, Brier score, binomial and population stability
Write clear documentation for how each indicator is calculated
Study how validation teams use key risk indicators to rate a model

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.