Quantitative Advisor
3 weeks ago
The Risk Management Department at Societe Generale de Surveillance SA plays a crucial role in the sustainable growth of the company 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.
Job DescriptionThe Quantitative Advisor will execute independent review of business models under both US and Canada regulations, working closely with cross-functional teams, including business stakeholders, model developers, model validators, IT, and auditors. Presentation of validation analysis to senior management is in the scope of this role. The Quantitative Advisor will be exposed to a variety of models used by the business and support functions, including models for credit risk and financial crime compliance.
Key Responsibilities- Independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
- Verify the quality and consistency of data inputs, transformations, and outputs, using advanced statistical techniques to address complex datasets.
- Review and replicate model architecture to ensure computational accuracy and correct implementation.
- Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy.
- Regularly assess model performance, recommending adjustments or redevelopment based on changes in market conditions, products, or clients.
- Evaluate governance aspects, including change management and ongoing monitoring, and assess overall model risk.
- Draft detailed validation reports and communicate findings to stakeholders, including management and business partners.
- Work closely with front-office staff, model developers, and risk managers to review models and address remediation efforts.
- Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
- Minimum 3 years 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) 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)
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Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Title: Quantitative AdvisorSociete Generale is seeking a highly skilled Quantitative Advisor to join its Risk Management Department. The successful candidate will be responsible for conducting independent model reviews, analyzing model output, and evaluating model governance aspects.Key Responsibilities:Conduct independent model reviews of relevant...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Title: Quantitative AdvisorSociete Generale is seeking a highly skilled Quantitative Advisor to join its Risk Management Department. The successful candidate will be responsible for conducting independent model reviews, analyzing model output, and evaluating model governance aspects.Key Responsibilities:Conduct independent model reviews of relevant...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, ensuring accurate and timely results for the AMER branch.Key Responsibilities:Monitor and analyze pricing and margining models to ensure accuracy and...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, ensuring accurate and timely results for the AMER branch.Key Responsibilities:Monitor and analyze pricing and margining models to ensure accuracy and...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesEnsure accurate and timely monitoring of pricing and margining...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesEnsure accurate and timely monitoring of pricing and margining...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesLead the team responsible for monitoring pricing and margining...
-
Quantitative Advisor
3 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 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 Advisor
3 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 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 Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesLead the team responsible for monitoring pricing and margining...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesEnsure accurate and timely monitoring for the AMER branch.Mentor...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our team in Global Markets. As a key member of our division, you will be responsible for monitoring pricing and margining models, mentoring team members, and promoting a collaborative work environment.Key ResponsibilitiesEnsure accurate and timely monitoring for the AMER branch.Mentor...
