Senior Risk Model Advisor

4 weeks ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
{"title": "Risk Model Development and Validation Specialist", "content": "About the Role

The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company by providing expertise, risk understanding, and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.

The Model Risk Management (MRM) team is responsible for the second line of defense for model risk and oversees the model risk management function for the SG America regions. In this role, you will be responsible for designing the SG America's model risk management system, managing the model approval process, and monitoring the models' performance and effectiveness of the MRM framework.

Key Responsibilities
  • Conduct independent model review of relevant models employed in SG Americas at all stages of their lifecycle.
  • Design and implement the SG America's model risk management system.
  • Manage the model approval process within the scope of the MRM team.
  • Monitor the models' performance and effectiveness of the MRM framework.
Requirements
  • Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • Minimum 3 years of experience in model development, validation, or a front-office quant role.
  • Strong programming skills in Python, R, C++, or similar.
  • Advanced knowledge of statistics, econometrics, and machine learning.
  • Experience working with large datasets and quantitative analysis.
  • Excellent written and verbal communication skills for working with both technical and non-technical staff.
  • Familiarity with model risk management practices and regulatory requirements.
Benefits
  • Minimum of 20 Vacation days + 4 personal days.
  • Supportive Maternity, paternity, parental and adoption leave policy.
  • Health spending and personal spending accounts with eligible reimbursement categories.
", "lang_code": "en"}

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