Quantitative Risk Model Validator
1 day ago
We are seeking a skilled Quantitative Risk Model Validator to join our team in SGS Société Générale de Surveillance SA. As a Quantitative Risk Model Validator, you will be responsible for independently reviewing and validating business models under both US and Canada regulations.
Key Responsibilities- Conduct quantitative analyses, statistical tests, and develop challenger models for benchmarking.
- Verify the quality and consistency of data inputs, transformations, and outputs using advanced statistical techniques.
- Review and replicate model architecture to ensure computational accuracy and correct implementation.
- Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy.
- Regularly assess model performance, recommending adjustments or redevelopment based on changes in market conditions, products, or clients.
- Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM; Master's or PhD preferred.
- 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.
- Excellent written and verbal communication skills for working with both technical and non-technical staff.
$120,000 - $180,000 per annum, depending on 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.
- Variety of Employee Resource Groups to engage with.
- Culture of continuous development with various training programs.
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