Senior Advisor, Modelling Expert
18 hours ago
Discover your role in shaping the future of model risk management with SGS Société Générale de Surveillance SA.
About UsWe are a leading player in the field of risk management, committed to delivering innovative solutions that drive business growth. Our mission is to provide cutting-edge expertise and risk management techniques that enable our clients to achieve their goals safely and sustainably.
Your RoleWe are seeking an experienced Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for executing independent reviews of business models under both US and Canada regulations. Your primary objective will be to assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
You will work closely with cross-functional teams, including business stakeholders, model developers, model validators, IT, and auditors. Presentation of validation analysis to senior management is also within your scope. You will be exposed to a variety of models used by the business and support functions, including models for credit risk and financial crime compliance.
Your Responsibilities- Model Review: Independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
- Data Quality: Verify the quality and consistency of data inputs, transformations, and outputs.
- Model Replication: Review and replicate model architecture to ensure computational accuracy and correct implementation.
- Output Analysis: Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy.
- Ongoing Monitoring: Regularly assess model performance, recommending adjustments or redevelopment based on changes in market conditions.
- Model Governance: Evaluate governance aspects, including change management and ongoing monitoring.
- Collaboration: Work closely with front-office staff, model developers, and risk managers to review models and address remediation efforts.
To succeed in this role, you should possess a strong educational background in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM. A minimum of 3 years of experience in model development, validation, or a front-office quant role is required. Proficiency in programming languages like Python, R, C++, or similar is essential, along with advanced knowledge of statistics, econometrics, and machine learning. Data management skills, excellent communication skills, and familiarity with model risk management practices and regulatory requirements are also necessary.
Additionally, experience with credit risk or compliance risk models is beneficial. Fluency in French and English is required, with the ability to communicate effectively with both technical and non-technical staff. The salary range for this position is approximately $120,000 - $150,000 per annum, depending on experience and qualifications. Our benefits package includes a minimum of 20 vacation days, supportive maternity, paternity, parental, and adoption leave policy, health spending accounts, fully sponsored virtual healthcare assistance, and Employee Assistance Program.
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