Quantitative Analyst Intern – Climate and ESG Risk Modelling
A six-month internship in the bank's risk modelling team in La Défense, adding climate and environmental risk drivers into models used for stress tests, IFRS 9, capital planning and Basel credit risk. It is in a unit covering wholesale and retail portfolios.
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.
- Identify and model climate and environmental risk drivers
- Improve how physical and transition risk are measured
- Test ways to build these risks into stress test and IRB models
- Find and prepare relevant data
- Write up methodology documentation
What they ask for
Required
- Engineering school or Master's in statistics, applied maths or computer science
- R and Python
- Databases
- Statistical models, econometrics and machine learning
- Office tools
- Written English
Preferred
- Climate and environmental risk concepts (physical risk, transition risk, regulation)
- Education
- Engineering school or Master's in statistics, applied maths or computer science
- Experience
- Students; 6-month internship
- Languages and tools
- Markets
- credit
How to prepare
- Learn physical versus transition risk and the NGFS scenarios
- Build a simple model linking a climate scenario to sector default rates
- Practise econometrics and machine learning on panel data in R or Python
- Read how IFRS 9 and stress tests could include climate factors
- Document a methodology clearly, as a regulator would expect to see it
What to study
- Probability, Statistics and Financial Data
- Econometrics and Financial Time Series
- Quantitative Risk Management
- Financial Machine Learning
- Python and Data Primer
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.