V.I.E. Junior Quantitative Advisor

The Model Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving, together with the first line-of-defense, the best possible outcome for the bank. The department oversees the enterprise, strategic, credit, market, liquidity, operational, model, and other risks of the corporate and investment banking business activities.

Your primary role, as part of the second Line of Defense on pricing models, is to review the validation reports produced by the second line of defense in Paris for global models by checking for compliance with model risk regulations, to review the specific model risks pertaining to the AMER Region and to validate the local models.

During your VIE mission you will be in charge of these responsibilities:

• Assist with the governance of pricing models including but not limited to the accuracy of model attributes such as validation reports, model documentation, model findings and limitations, model validation plans, decision certificates, model risk committees minutes and decisions
• Evaluate the validation pillars of conceptual soundness, implementation, ongoing monitoring, use for regulatory compliance
• Challenge model assumptions, limitations
• If needed, perform independent tests on the models (statistical tests, coherence tests, benchmarking, etc)
• Write Standard AMER template reviews of the recurring and First Time reviews, review the AMER specificities of model risk, write local models validation reports

Follow up on model recommendations and opine on the remediaiton sufficiency

**A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions. **

*Please note that it is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. Grade sheets are not accepted as justification of diploma.