Senior Quantitative Modeling Professional

4 weeks ago


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

We are seeking a highly skilled Senior Quantitative Modeling Professional to join our team as a Quantitative Risk Management Specialist. This role will involve designing and implementing metrics to monitor model performance, analyzing results, and collaborating with cross-functional teams.

About the Job

The Quantitative Risk Management (QRM) team is responsible for overseeing model risk management practices within our organization. As a QRM Specialist, you will play a key role in developing and maintaining the continuous model monitoring framework to assess model performance and effectiveness.

You will work closely with model validators, developers, business stakeholders, IT, and auditors to ensure that models are accurate, reliable, and compliant with regulatory requirements.

Main Responsibilities
  • Metrics Design and Implementation: Develop and implement metrics to monitor model performance, working closely with the first line of defense and validation teams.
  • Documentation: Create detailed documentation of metric calculation methodologies and draft business requirements for IT support.
  • Analysis and Breach Management: Analyze metrics results, identify potential breaches, and collaborate with the first line of defense and validation teams to manage these issues.
  • Data Quality: Maintain the quality and consistency of data across different systems and management reporting tools.
Requirements
  • Education: Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or Mathematics.
  • Experience: Minimum 2 years in model development, validation, or a front-office quant role.
  • Technical Proficiency: Strong analytical skills and proficiency in Python and SQL programming languages.
  • Data Management: Experience working with large datasets and performing quantitative analysis.
Benefits
  • Minimum of 20 vacation days + 4 personal days
  • Supportive maternity, paternity, parental, and adoption leave policy
  • Health spending ($2000/year) and personal spending ($1000/year) accounts
  • Fully sponsored virtual healthcare assistance
  • A culture of continuous development by encouraging employees' various training programs


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