Quick Summary
1. Monitoring, Producing, Certification of Credit VAR, EAD, SACCR, Leverage Ratio (BASEL II,
Responsibilities
~1 min read
Profile Required:
1. 5+years of experience in Counterparty Credit Risk.
2. Bachelor’s degree.
3. Qualified FRM or CFA/ Pursuing FRM or CFA with 1st level completed.
4. Good Product Knowledge across all Asset classes, good model & RISK knowledge, BASEL II, BASEL III
5. Industry knowledge is preferred.
6. Good understanding of FO & BO Tools.
7. Good working knowledge of SQL
8. Knowledge on Python will be an added advantage.
Synthesis: Role raised to replace Lead Expert in MMG-XRP team.
Context: Crucial Role required to certify EAD/RWA Regulatory results for the financial results of the Group
Team size and locations : Overall XRP team size is 34, sub team size is 15
Risk of not hiring : Given the critical nature of this work and its implications for regulatory adherence and risk management, it is imperative that this position be filled urgently. It is crucial to ensure the timeliness and accuracy of these tasks, as any issues in execution could lead to the delay and/or wrong reporting of EAD/RWA metrics impacting financial statements and profitability of the Group
This replacement taleo is part of the budget and landing plan for 2026
Skills & Deliverables : Deep expertise in Basel III / CRR / CRD regulations, especially:
Standardised and Internal Ratings‑Based (IRB) approaches
EAD modeling, CCFs, and regulatory constraints
RWA drivers and sensitivities
Strong understanding of:
Regulatory capital adequacy (Basel III / CRR)
Capital floor and output floor impacts
Financial Benefit: Part of RWA trajectory of the group and ROE Target.
This replacement taleo is part of the budget and landing plan for 2026.
At Société Générale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, Innovating and taking action are part of our DNA.
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!
Still hesitating?
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices and sharing their skills with charities. There are many ways to get involved
We are committed to support accelerating our Group’s ESG strategy by implementing ESG principles in all our activities and policies. They are translated in our business activity (ESG assessment, reporting, project management or IT activities), our work environment and in our responsible practices for environment protection.
Location & Eligibility
About this job
- Who can apply
- Mexico
- Posted
- Today
Listing Details
- First seen
- October 21, 2026
- Last seen
- October 21, 2026
Posting Health
- Days active
- 0
- Repost count
- 0
- Trust Level
- 51%
- Scored at
- October 21, 2026
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