Quantitative Advisor

3 weeks ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About the Job

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

Job Summary

We are seeking a highly skilled Quantitative Advisor to join our Model Risk Management (MRM) team. The successful candidate will be responsible for designing and implementing metrics to monitor model performance, implementing metrics and reporting dashboards, and analyzing metrics results and breach management. The ideal candidate will have a strong analytical background, excellent programming skills, and experience working with large datasets.

Key Responsibilities
  • Design and implement metrics to monitor model performance
  • Implement metrics and reporting dashboards for monitoring the effectiveness of the MRM framework
  • Analyze metrics results and breach management
  • Maintain data quality and consistency across different systems and management reporting tools
  • Design and maintain the scoring process for the model portfolio annual assessment
Requirements
  • Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, Engineering, or Mathematics
  • Minimum 2 years of experience in model development, validation, or a front-office quant role
  • Strong analytical skills and programming skills in Python and SQL
  • Excellent knowledge of BI tools and Microsoft Office
  • Experience working with large datasets and quantitative analysis
What We Offer
  • Minimum of 20 Vacation days + 4 personal days
  • Supportive Maternity, paternity, parental and adoption leave policy
  • Health spending and personal spending accounts
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program
  • Various Employee Resource Groups

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