Senior Advisor Market Risk Models
3 weeks ago
The 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.
Model Risk Management (MRM) team embedded within the Risk Management function in SG CIB oversees model risk management. MRM is responsible for the second line of defense for model risk and supervises the model risk management function for the SG America regions (US, Canada, and Latin America). In this respect, MRM notably oversees the SG America’s governance for model risk and conducts the independent review of the models in its scope.
In collaboration with Senior Quantitative Advisors and the team Manager, the Quantitative Advisor will:
- Conduct independent model review of relevant models that are employed in SG Americas at all stages of their lifecycle by:
- Assessing model conceptual soundness to ensure the consistency of model design by performing quantitative analyses and statistical tests, developing challenger models for benchmark, and challenging the theoretical aspects considering published research and industry practice.
- Working with large, complex datasets to verify data input quality and processing, model output accuracy. Assessing data quality and consistency between data characteristics and modeling assumptions.
- Replicating and reviewing model architecture to verify the computational accuracy of a model and ensure correct implementation.
- Analyzing model output through backtesting, benchmarking, sensitivity analysis by using quantitative tools and techniques.
- Reviewing model ongoing monitoring to ensure that changes in products, exposures, activities, clients, or market conditions trigger adjustment, redevelopment, or replacement of the model.
- Evaluate model governance aspects such as model change management, ongoing monitoring, and inherent and residual model risk assessment.
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Senior Advisor Market Risk Models
3 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
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Senior Advisor Market Risk Models
2 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
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Senior Advisor Market Risk Models
4 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
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Senior Advisor Market Risk Models
1 month ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
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Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
3 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
1 month ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>The 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,...
-
Senior Advisor Market Risk Models
2 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>The 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,...
-
Senior Advisor Market Risk Models
3 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
1 month ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
3 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
4 weeks ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
-
Senior Advisor Market Risk Models
2 months ago
Montreal, Canada SGS Société Générale de Surveillance SA Full timep>ABOUT THE JOB:The 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...
