QUANTITATIVE RISK ANALYST

About the Position

QUANTITATIVE RISK ANALYST

Design econometric, statistical, and Machine Learning models for risk prediction at the bank.

Specialised maths and statistics have always been your preferred playing field? You love juggling different equations?

As a Quantitative Risk Analyst, you will develop tools for managing the bank’s risks, such as rating models used by the Front Officers and models to calculate the right amount of capital required by the regulator.

Responsibilities

• Designing models: statistical models in line with banking regulation and the needs of the various business areas.
• Expertise sharing: help the various business areas to better understand regulation enforcement.
• Innovation: contributing to the development of Data Science solutions rolled out as part of the bank’s new management projects.

Highlights of the Job

• An innovative working environment.
• High-level expertise in the application of mathematics to finance and quantitative risk.
• Close working relations and synergies with the Data Scientist community.

Required Skills

• Logic
• Ability to teach and explain
• Innovative spirit
• Knowledge of modelling techniques
• Master’s degree in Engineering with a specialisation in econometrics, stochastic mathematics, or statistics

Core Skills

• Mathematics
• Statistics
• Machine Learning
• SAS
• R
• Python

Secondary Skills

• Econometrics
• Stochastic Mathematics

How to Join Us

To get to know each other and make sure you will be happy as part of Societe Generale, please follow the below steps.

1. Get in touch
   • By responding to our job advertisement.
2. Tell us a little bit more about yourself
   • We’ll contact you for an initial exchange and online tests.
3. Is it a match?
   • You’ll meet our operational team and human resources partners.
4. Welcome!
   • The job is yours, and you’re ready to start the adventure.

The Adventure Has Just Begun!

At Societe Generale, we make sure that everyone can forge their own path depending on their goals and abilities. After a few years as a Quantitative Risk Analyst, new opportunities will be open to you:

• Auditor
• Value Analyst
• Market Risk Analyst
• Structured Finance Manager
• Structurer

We Offer

• Competitive salary range: 100,000 - 150,000 UAH per month
• On-site work location in Kyiv, Ukraine
• Opportunities for professional growth and development

About the Company

At Societe Generale, we value innovation and technical proficiency. Our team of Quantitative Risk Analysts works in a supportive environment, contributing to strategic projects and enhancing the bank's risk management capabilities.