Quantitative Advisor
3 months 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 detail, MRM’s main tasks are:
- The design of the SG America’s model risk management system, as well as its consistency, integrity, and compliance with regulatory provisions.
- Implement metrics and reporting dashboards for monitoring of the effectiveness of the MRM framework in collaboration with the team in charge of overall MRM framework, policies, and procedures.
- Documentation: Draft business requirements for metric implementation to IT support and detailed description of the metric calculation methodologies, including threshold calibration for the metrics. Document model risk monitoring methodology for the MRM policies and procedures.
- Analysis of the metrics results and breach management: Liaison with the first line of defense and the validation teams in the management reporting on the model risk evolution and remediation actions. li>
- Data Quality: Maintain the quality and consistency of data across different systems and management reporting tools used by MRM. Monitoring of the changes in the model portfolio, including model validation/approval status and execution of the model review plan.
- Model risk identification and assessment: Design/maintain the scoring process for the model portfolio annual assessment and manage the execution of the process in collaboration with MRM management team.
- Collaboration: Work closely with front-office staff, model developers, model validators, IT services and risk managers to review metrics, breaches and contribute to their remediation efforts. li>
Skills and Qualifications:
Must Have:
- Education: Bachelor's degree (Master's preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, Engineering, or Mathematics.
- Experience: Minimum 2 years in model development, validation, or a front-office quant role.
- Technical Proficiency: Strong analytical skills. Strong programming skills in Python and SQL (any other language is a plus), excellent knowledge of BI tools / Microsoft Power BI (preferred) and Microsoft Office. li>
- Data Management: Experience working with large datasets and quantitative analysis.
- Model Risk: Familiarity with model risk management practices and US regulatory requirements (SR-1107) is a plus.
- Communication and Autonomy: Excellent written and verbal communication skills for working with both technical and non-technical staff. li>
Languages: French and English
Ability to communicate in English, both orally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.
Due to US Federal Securities law applying to this position, candidates who will apply for this position will be required to submit to an enhanced background screening, including the collection of their fingerprints by a third-party vendor selected by the Financial Industry Regulatory Authority (“FINRA”).
OUR BENEFITS:
- Minimum of 20 Vacation days + 4 personal days
- Supportive Maternity, paternity, parental and adoption leave policy
- Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories (health, training, electronics etc.)
- Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family
- Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
- A culture of continuous development by encouraging our employees various training programs (online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others)
OUR CULTURE:
-
Risk Model Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Risk Model Quantitative Advisor to join our team in SGS Société Générale de Surveillance SA. As a key member of our Risk Management Department, you will play a crucial role in ensuring the accuracy and reliability of our models.Job DescriptionThe Risk Model Quantitative Advisor will be responsible for...
-
Risk Model Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time**About the JobSociete Generale is seeking a highly skilled Risk Model Quantitative Advisor to join our team in the United States. In this role, you will contribute to the development and maintenance of our continuous model monitoring (CMM) framework, assessing models' performance and risk management of our model portfolio.The successful candidate will...
-
Risk Modeling Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:We are seeking a highly skilled Risk Modeling Quantitative Advisor to join our team in the Americas region. This role will involve working closely with cross-functional teams, including model validators, developers, business stakeholders, IT, and auditors, to assess the performance and effectiveness of models employed in SG Americas.The...
-
Senior Quantitative Advisor, Risk Management
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout UsSGS Société Générale de Surveillance SA is a leading global company in the field of risk management. Our mission is to provide innovative solutions for our clients and contribute to their sustainable growth.Senior Quantitative Advisor Job DescriptionWe are currently seeking a Senior Quantitative Advisor to join our team. As a Senior Quantitative...
-
Risk Management Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale de Surveillance SA seeks a highly skilled Risk Management Quantitative Advisor to join our team in the Americas region.As a Risk Management Quantitative Advisor, you will be responsible for contributing to the sustainable growth of Societe Generale through your expertise in risk management and quantitative analysis. You will work closely...
-
Quantitative Risk Modeler and Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob DescriptionAt SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Modeler and Advisor to join our team in the United States. This role will be based in an office location in the US, with opportunities for remote work.About the JobThe Risk Management Department contributes significantly to the sustainable growth...
-
Model Risk Management Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale's Model Risk Management (MRM) team seeks a skilled Quantitative Advisor to oversee model risk management for the SG America regions.The ideal candidate will possess a strong understanding of quantitative finance, programming skills in Python or R, and experience working with large datasets. A bachelor's degree in a quantitative field is...
-
Risk Management Quantitative Advisor
2 months ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale de Surveillance SA is seeking a Risk Management Quantitative Advisor to join our team in the United States.About the CompanyAs part of our mission to contribute to the sustainable growth of the Societe Generale group, we strive to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving the...
-
Data Science Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeWe are seeking a highly skilled Data Science Quantitative Advisor to join our Risk Management team at SGS Société Générale de Surveillance SA. This is a fantastic opportunity for someone who wants to leverage their analytical expertise and passion for data science to make a meaningful impact on the company's risk management strategy.The ideal candidate...
-
Risk Management Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Societe Generale group is a leading global banking institution, and our Risk Management Department plays a crucial role in its sustainable growth. As a Senior Quantitative Advisor, you will be part of a team that analyzes, assesses, manages, and monitors risk-taking activities to achieve the best possible outcome for the bank.Our Model...
-
Quantitative Advisor Market Risk Models
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout UsSG Societe Generale de Surveillance SA is a leading global financial institution committed to sustainable growth through risk management expertise. Our mission is to provide innovative solutions for our clients, while maintaining the highest standards of integrity and ethics.Job OverviewWe are seeking a skilled Quantitative Advisor to join our Risk...
-
Strategic Risk Management Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Societe Generale de Surveillance SA:We are a leading international financial services company with a strong presence in Europe, the Americas and Asia. Our mission is to contribute to the sustainable growth of our clients by providing them with innovative financial solutions.Our team:The Risk Management Department at SGS Societe Generale de...
-
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSGS Société Générale de Surveillance SA seeks a skilled Quantitative Advisor to join its Risk Management Department. As a key member of the Model Risk Management (MRM) team, you will contribute to the sustainable growth of the organization by analyzing, assessing, managing, and monitoring risk-taking activities.The MRM team is responsible for the second...
-
Senior Quantitative Advisor, Risk Management
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt SGS Société Générale de Surveillance SA, we are seeking a skilled Senior Quantitative Advisor, Risk Management to join our team.The successful candidate will be responsible for executing independent review of business models under US and Canada regulations, working closely with cross-functional teams. The role involves verifying the quality and...
-
Quantitative Model Risk Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Société Générale de Surveillance SASGS Société Générale de Surveillance SA is a leading global risk management and advisory firm. Our mission is to provide innovative solutions to complex financial challenges.Job SummaryWe are seeking an experienced Quantitative Model Risk Advisor to join our team in the United States. This role will be...
-
Chief Risk Management Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Overview:Risk management plays a vital role in the sustainable growth of Societe Generale de Surveillance SA, and we're seeking an experienced Chief Risk Management Quantitative Advisor to join our team. The successful candidate will contribute to the development and implementation of effective risk management strategies across various business...
-
Strategic Risk Management Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Strategic Risk Management Quantitative Advisor to join our team at SGS Société Générale de Surveillance SA. In this role, you will be responsible for participating in the development and maintenance of the continuous model monitoring framework to assess the models' performance, effectiveness of the MRM...
-
Risk Model Quantitative Advisor
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department plays a vital role in the sustainable growth of Societe Generale by leveraging its expertise, understanding of risks, and risk management techniques. Its mission is to independently analyze, assess, manage, and monitor risk-taking activities with the goal of achieving the best possible outcome for the bank.Model...
-
Risk Modeling Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale is seeking a skilled Risk Modeling Quantitative Advisor to join its team in the Americas. As a key member of the Model Risk Management (MRM) team, you will play a critical role in overseeing model risk management for the SG America regions.About the JobThe MRM team is responsible for the second line of defense for model risk and supervises...
-
Model Risk Management Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale's Risk Management Department plays a crucial role in the bank's sustainable growth, leveraging its expertise and risk management techniques to analyze, assess, manage, and monitor risk-taking activities.The Model Risk Management (MRM) team, embedded within the Risk Management function in SG CIB, oversees model risk management for the SG...
