Quantitative Risk Modeler
1 month ago
The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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 enterprise, strategic, credit, market, liquidity, operational, model, and other risks of corporate and investment banking business activities.
Job SummaryWe are seeking a highly skilled Quantitative Risk Modeler to join our Model Risk Management (MRM) team. The successful candidate will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
Key Responsibilities- Conduct independent model review of relevant models at all stages of their lifecycle by assessing model conceptual soundness, verifying data input quality and processing, model output accuracy, and reviewing model ongoing monitoring.
- Evaluate model governance aspects such as model change management and ongoing monitoring.
- Work closely with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and support functions.
- 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; fewer years accepted with a PhD.
- Strong programming skills in Python, R, C++, or similar, with 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.
- 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)
- Fully sponsored virtual healthcare assistance and Employee Assistance Program
- Various Employee Resource Groups (ERG) to engage with
- A culture of continuous development by encouraging employees various training programs
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Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada ProViso Staffing Full timeJob SummaryWe are seeking a highly motivated and experienced Quantitative Risk Modeler to join our team at ProViso Staffing. The ideal candidate will have a strong background in quantitative finance, with expertise in asset pricing, empirical finance, or econometrics.Key ResponsibilitiesDevelop, test, and implement quantitative risk models to manage equity...
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Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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 department oversees...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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 department oversees...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, understanding of risks, 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, understanding of risks, 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe 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...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
-
Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth 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...
-
Quantitative Risk Modeler
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth 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...
-
Quantitative Risk Modeler
3 weeks ago
Montreal, Quebec, Canada ProViso Staffing Full timeJob Summary:We are seeking a highly motivated and experienced Senior Conformity Analyst to join our team at ProViso Staffing. The ideal candidate will have a strong background in quantitative finance and a proven track record of developing and implementing risk models.Key Responsibilities:Develop and maintain quantitative risk models to manage equity...
