Quantitative Risk Model Specialist

3 weeks ago

Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About SGS Societe Generale de Surveillance SA

SGS Societe Generale de Surveillance SA is a leading international company that contributes to the sustainable growth of its clients through its expertise, understanding of risks, and risk management techniques.

The Risk Management Department plays a crucial role in this process by independently analyzing, assessing, managing, and monitoring risk-taking activities with the objective of achieving the best possible outcome for the bank.

Job Description: Quantitative Risk Model Specialist

We are seeking a highly skilled Quantitative Risk Model Specialist to join our team. As a member of our Model Risk Management (MRM) team, you will be responsible for overseeing model risk management and supervising the model risk management function for the SG America regions.

In this role, you will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.

You will work closely with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and support functions, to ensure that all models are validated and compliant with regulatory requirements.

Main Responsibilities:
  • Design and implement the SG America's model risk management system, ensuring consistency, integrity, and compliance with regulatory provisions.
  • Manage the model approval process within your scope.
  • Monitor the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
Requirements:
  • 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.
  • Familiarity with model risk management practices and regulatory requirements.
Compensation Package:

The estimated salary for this position is $120,000 per year, based on industry standards and the location.

About Our Company Culture

Societe Generale offers a hybrid work arrangement that provides employees with flexibility to work remotely, as well as on-site.

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About the Role:The Quantitative Risk Model Specialist will be part of the Risk Management Department, which contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage and monitor risk-taking activities...

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About the RoleThe Risk Management Department plays a vital role in Societe Generale's growth by providing expertise, risk understanding, and management techniques. Its mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.Job DescriptionWe are seeking a Quantitative Risk Model Specialist...

  • Quantitative Risk Modeling Specialist

    3 weeks ago

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

    SGS Société Générale de Surveillance SA is seeking a highly skilled Quantitative Risk Modeling Specialist to join our team in the Americas region. In this role, you will be responsible for developing and maintaining advanced risk models to support our business operations.The ideal candidate will have a strong background in quantitative finance, with...

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About the RoleWe are seeking a skilled Quantitative Risk Model Specialist to join our team in SGS Société Générale de Surveillance SA. As a key member of our organization, you will be responsible for developing and maintaining complex risk models, working closely with cross-functional teams to ensure accurate and timely risk assessment.The ideal...

  • Quantitative Risk Model Validation Specialist

    3 weeks ago

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

    About the RoleIn this pivotal position as a Quantitative Risk Model Validation Specialist at Societe Generale, you will play a crucial role in ensuring the accuracy and reliability of risk management models that drive business decisions. Your expertise in quantitative analysis, programming skills, and experience in model development or validation will be...

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About the RoleThe Quantitative Risk Model Specialist will join the Risk Management Department at SGS Société Générale de Surveillance SA, contributing to the sustainable growth of the organization through expertise and risk management techniques. The team's mission is to analyze, assess, manage, and monitor risk-taking activities, achieving the best...

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About UsSociete Generale de Surveillance SA is a leading global financial institution that provides innovative solutions for our clients. Our mission is to deliver exceptional services and support the growth of our customers.We are committed to fostering a collaborative and inclusive work environment where our employees can thrive and reach their full...

  • Quantitative Risk Model Specialist

    1 week ago

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

    Our team at SGS Société Générale de Surveillance SA is seeking a skilled Quantitative Risk Model Specialist to join our Risk Management Department. This exciting opportunity offers a chance to work with cutting-edge models, collaborate with cross-functional teams, and drive the development of innovative risk management solutions.About the RoleThis role...

  • Quantitative Model Risk Specialist

    1 week ago

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

    We are seeking a skilled Quantitative Model Risk Specialist to join our team at SGS Société Générale de Surveillance SA. In this role, you will be responsible for executing independent reviews of business models under both US and Canada regulations.Key ResponsibilitiesIndependently assess model design and conceptual soundness by conducting quantitative...

  • Quantitative Model Risk Management Specialist

    3 weeks ago

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

    About SGS Société Générale de Surveillance SAWe are seeking a highly skilled Quantitative Model Risk Management Specialist to join our team.Job Description:The Quantitative Model Risk Management (QMRM) team is responsible for overseeing the model risk management function for the SG America regions. As a QMRM Specialist, you will be working closely with...

  • Senior Quantitative Risk Model Specialist

    1 week ago

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

    About the RoleWe are seeking a highly skilled Senior Quantitative Risk Model Specialist to join our team at SGS Société Générale de Surveillance SA. This role will play a critical part in the development and maintenance of our continuous model monitoring framework.Job DescriptionAs a Senior Quantitative Risk Model Specialist, you will be responsible...

  • Quantitative Model Risk Specialist

    3 weeks ago

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

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Specialist to join our team at SGS Société Générale de Surveillance SA. As a key member of our Risk Management Department, you will play a critical role in ensuring the accuracy and reliability of our models.Job Summary:You will be responsible for participating in the development and...

  • Quantitative Risk Specialist

    3 weeks ago

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

    The Risk Management Department plays a vital role in the sustainable growth of SGS Société Générale de Surveillance SA through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving the best possible...

  • Quantitative Model Risk Specialist

    1 month ago

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

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Specialist to join our team in SGS Société Générale de Surveillance SA. This role is an exciting opportunity to contribute to the development and maintenance of our continuous model monitoring framework, ensuring the accuracy and effectiveness of our models.Key ResponsibilitiesConduct...

  • Quantitative Model Risk Management Specialist

    2 weeks ago

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

    Job DescriptionThe Role of the Quantitative Model Risk Management Specialist is to ensure the accuracy and reliability of models used in the SG Americas business activities. The specialist will be responsible for conducting independent reviews of models, assessing their conceptual soundness, and verifying data quality and processing.Key...

  • Quantitative Risk Model Specialist

    3 weeks ago

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

    About the JobThe Societe Generale Group's Risk Management Department plays a vital role in the bank's sustainable growth by providing expertise 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...

  • Quantitative Risk Specialist

    3 weeks ago

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

    Job DescriptionWe are seeking a skilled Quantitative Risk Specialist to join our team in the Risk Management Department at SGS Societe Generale de Surveillance SA. As a Quantitative Risk Specialist, you will be responsible for conducting independent model reviews of relevant models employed in SG Americas at all stages of their lifecycle.The ideal candidate...

  • Quantitative Risk Management Specialist

    3 weeks ago

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

    Societe Generale, a leading financial institution, offers an exciting opportunity for a Quantitative Risk Management Specialist - Model Validation to join our team in the United States.About UsAt Societe Generale, we are committed to delivering sustainable growth and contributing to the well-being of our clients, employees, and the communities we serve. Our...

  • Quantitative Risk Modeler

    3 weeks ago

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

    Societe Generale de Surveillance SA seeks a highly skilled Quantitative Risk Modeler to join our team in the Americas. As a key member of our Model Risk Management (MRM) team, you will play a crucial role in ensuring the accuracy and reliability of our risk models.With a strong background in quantitative finance, statistics, and programming, you will be...

  • Quantitative Risk Management Specialist

    3 weeks ago

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

    About UsSociete Generale de Surveillance SA, a leading global financial institution, seeks an experienced Quantitative Risk Management Specialist to join its team. We are dedicated to providing innovative risk management solutions and expert advice to our clients.Job DescriptionWe are looking for a skilled Quantitative Risk Management Specialist to...