Quantitative Analyst Intern – Retail IRB Credit Risk and Data Quality
A six-month internship in the team that builds, recalibrates and monitors regulatory credit risk models (IRB and IFRS 9) at the bank in La Défense. Half the work is data quality tooling for modelling and half is credit model work.
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.
- Build Python tools and dashboards that track the quality of modelling data
- Automate data checks and flag anomalies
- Help standardise data practices across modelling teams
- Run quantitative analyses and model performance studies
- Contribute to recalibrating regulatory credit models
What they ask for
Required
- Final-year engineering, business (quant finance) or Master 2 in statistics, data science, applied maths or risk
- Statistics and data analysis
- Python
- Databases and Excel
- Interest in data quality and risk
- English
Preferred
- Power BI or Tableau
- Education
- Final-year engineering school, business school with quant finance, or Master 2 in statistics, data science, applied maths, decision-support computing or risk management
- Experience
- Students; 6-month internship
- Languages and tools
- Markets
- credit
How to prepare
- Write automated data-quality checks in Python and track them on a dashboard
- Learn how IRB models are built, recalibrated and monitored
- Build a PD model and run discrimination and calibration back-tests
- Practise SQL and data visualisation with Power BI or Tableau
- Read how data quality supports regulatory model requirements such as BCBS 239
What to study
- Python and Data Primer
- Probability, Statistics and Financial Data
- Quantitative Data Engineering
- Quantitative Risk Management
- Econometrics and Financial Time Series
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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.