Risk Model Validation Officer (RISC - Validare Modele Risc) (Referral)
Societe Generale
Bucharest, Romania
Posted on Jan 23, 2026
Misiune
Main responsibilities:
- Validation of credit scoring models for Retail / Non-Retail
- Validation of IFRS9 and IRB models (PD, LGD, EAD)
- Validation business support models (collection, pricing, fraud analytics)
- ECL, ICAAP and Stress Test calculation support
- Model implementation, maintenance, documentation and performance assessment
- Respond to ad-hoc analysis requests in a timely manner, demonstrating clear understanding of credit risk specific measurements
- Liaise with other risk functions for supporting provisioning, reporting and credit risk assessment processes