Quantitative Analyst Intern – Methodology Harmonisation across Risk Models
A six-month internship in the bank's risk modelling and data science team in La Défense, on a project to compare and share modelling methods across credit, operational risk, IFRS 9 and stress tests. It is a cross-team project rather than a single model.
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.
- Take stock of methods used by each modelling team for shared problems
- Compare approaches for issues such as ranking and calibration
- Recommend the best method per area and design a way to test a change
- Test chosen methods on one or more portfolios to measure impact
- Present the findings and update 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
- Written English
- Autonomy and rigour
Preferred
- Climate and environmental risk concepts
- Education
- Engineering school or Master's student in statistics, applied maths or computer science
- Experience
- Students; 6-month internship
- Languages and tools
- Markets
- credit
How to prepare
- Compare calibration and ranking techniques (logistic regression, trees) on one dataset
- Learn the main bank model families: IRB, IFRS 9, stress testing and operational risk
- Write reusable Python or R code that several teams could share
- Practise designing a before-and-after test of a methodology change
- Read how a regulated bank documents and challenges model methodology
What to study
- Probability, Statistics and Financial Data
- Econometrics and Financial Time Series
- Quantitative Risk Management
- Financial Machine Learning
- Professional Quant Practice
The Risk 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.