Quant jobs / Société Générale

Model Validation Quantitative Advisor – Credit Risk

A second-line model risk role at the bank's investment banking arm, independently validating credit risk models used across the Americas. It sits in the model risk management team and answers to the head of credit model validation.

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.

Review the conceptual soundness of locally built credit models
Run independent tests such as benchmarking, sensitivity and statistical checks
Assess how first-line teams monitor model performance
Write validation reports setting out tests, findings and recommendations
Prepare for regulatory examinations and present results to committees

What they ask for

Required

Quantitative risk management
Credit risk modelling
Financial model validation
Model performance testing
US model risk guidance (SR 11-7)
Report writing
Communication with senior stakeholders

Education: Not stated
Experience: Strong prior experience in quantitative risk, with credit risk modelling and model validation
Markets: credit

How to prepare

Validate a simple PD or LGD model: replicate it, challenge assumptions and benchmark it
Read SR 11-7 and understand the three lines of defence
Practise statistical tests for discrimination, calibration and stability
Write a short validation report with clear findings and severity ratings
Study how credit models feed capital, CECL or IFRS 9 provisioning

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.