Quant jobs / Société Générale

Quantitative Analyst Intern – Retail Stress Test Methodology

A six-month-style internship in the bank's risk modelling team in La Défense, developing a new stress testing method for retail credit portfolios. It is in the stress test and ESG modelling unit.

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.

Study the existing retail stress test models
Review the academic literature on credit stress testing
Propose and test alternative methods for retail portfolios
Implement the chosen approach in code
Support ad hoc modelling requests from the team

What they ask for

Required

Master's-level study in statistics, applied maths or computer science
Python and R
Statistical modelling
Working with databases
Excel and Dataiku DSS
English

Education: Master's-level student (Bac+5) at an engineering or business school or university, specialising in statistics, applied maths or computer science
Experience: Students; no prior experience stated
Languages and tools: Python
R
Excel
Dataiku
Markets: credit

How to prepare

Build a simple credit stress test linking macro variables to default rates
Read the literature on credit stress testing and satellite models
Practise time-series regression and scenario projection in Python and R
Learn how stress tests feed capital planning and ICAAP
Work through Dataiku or a similar workflow tool on a data project

What to study

The Risk 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.