Quantitative Risk Model Expert

4 hours ago

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

At SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Model Expert to join our team. As a key member of our Risk Management Department, you will contribute to the sustainable growth of our organization by analyzing, assessing, and managing risk-taking activities.

We are looking for an expert in model development, validation, and risk management who can work closely with cross-functional teams, including model validators, developers, business stakeholders, IT, auditors, and other departments. You will participate in the development and maintenance of our continuous model monitoring framework, assess models' performance, and ensure adherence to regulatory requirements.

Responsibilities
  • Conduct independent model review of relevant models employed in our organization at all stages of their lifecycle
  • Assess model conceptual soundness, verify data input quality and processing, model output accuracy, and replicate model architecture to ensure correct implementation
  • Analyze model output through backtesting, benchmarking, sensitivity analysis, and evaluate model governance aspects such as model change management and ongoing monitoring
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
  • Excellent written and verbal communication skills for working with both technical and non-technical staff
Benefits
  • Estimated salary: $120,000 - $180,000 per year, depending on experience
  • 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
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family
  • Variety of employee resource groups to engage with
  • Culture of continuous development through various training programs
About Us

We strive to create an inclusive culture that values diversity and promotes a workplace where everyone feels welcome and empowered to succeed. Our hybrid work environment offers flexibility while promoting interaction and collaboration with colleagues.

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