Senior Risk Model Advisor

1 month ago


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

Within Societe Generale Corporate & Investment Banking, the Global Markets Division brings together research, investment, and risk management solutions to provide investors with integrated multi-asset market solutions.

Key Responsibilities
  1. Lead the team responsible for monitoring pricing and margining models, ensuring accurate and timely monitoring for the AMER branch.
  2. Enhance existing monitoring methodologies for greater accuracy and efficiency, collaborating with quantitative analysts to establish new monitoring requirements and methodologies.
  3. Implement innovative solutions and best practices to optimize the monitoring process, participating in the oversight of SGI operations, the SIMM model, and other risk metrics managed by the Global Market Department.
  4. Lead projects aimed at addressing quantitative recommendations from audits, RISQ, or regulators, ensuring project milestones and deliverables are met within scope, time, and budget constraints.
  5. Coordinate with cross-functional teams to achieve project objectives while maintaining regulatory compliance, assisting in the certification and inventory management of pricing models, ensuring model ratings are current.
Requirements
  1. Strong understanding of pricing models, margining models, and risk metrics with demonstrated project management skills and experience delivering complex projects.
  2. At least 5 years of experience in a similar role with a proven track record of leading and managing a team of quantitative analysts.
  3. Proficiency in programming languages in Python, R, and C++/C#.
  4. Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.
Language

Fluency in French and English is required, with the ability to communicate in English, both orally and in writing, as the person in this position will need to collaborate regularly with colleagues and partners in the United States.

Benefits
  1. Minimum of 20 Vacation days + 4 personal days.
  2. Supportive Maternity, paternity, parental, and adoption leave policy.
  3. Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories.
  4. Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family.
  5. Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
  6. 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).


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