Data Analyst Quantitative Risk Specialist

6 days ago

Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
Job Summary
Societe Generale is seeking a skilled Data Analyst to join its Quantitative Risk Management team as a Quantitative Advisor.
This role is part of the Risk Management Department, which plays a critical role in the bank's sustainable growth through its expertise, understanding of risks, and risk management techniques.
About the Job:
The Risk Management Department oversees various types of risks, including model risk, enterprise risk, credit risk, market risk, liquidity risk, operational risk, and other risks. The department works closely with business stakeholders to identify, assess, and manage risks effectively.
In this role, you will work with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and other experts to develop and maintain the continuous model monitoring (CMM) framework. This framework assesses models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
Your key responsibilities will include:
• Conducting independent model review of relevant models at all stages of their lifecycle
• Assessing model conceptual soundness, data input quality, processing, and output accuracy
• Analyzing model output through backtesting, benchmarking, sensitivity analysis using quantitative tools and techniques
• Reviewing model ongoing monitoring to ensure that changes trigger adjustment, redevelopment, or replacement of the model
• Evaluating model governance aspects such as model change management, ongoing monitoring, and inherent and residual model risk assessment
Requirements:
• 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
• Additional Skills: Experience with market risk, counterparty risk, margining, or algorithmic trading models
Salary Estimate:
$120,000 - $180,000 per year based on location and experience.
Benefits:
• 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
• 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

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