Senior Quantitative Risk Model Developer

1 week ago


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

About the Opportunity

We are seeking a Senior Quantitative Risk Model Developer to join our Risk Management Department in New York.

As a member of our team, you will be responsible for designing and implementing risk models that support our business activities. Your expertise will help us understand and manage risk across various asset classes.

In this role, you will participate in the development and maintenance of our continuous model monitoring (CMM) framework, working closely with Senior Quantitative Advisors and the team Manager.

Your responsibilities will include conducting independent model reviews of relevant models employed in SG Americas at all stages of their lifecycle.

You will collaborate with our quantitative experts to ensure that our models are accurate, reliable, and compliant with regulatory requirements.

This is an excellent opportunity to apply your technical skills and knowledge of risk management practices to make a significant impact on our organization's success.

Key Responsibilities

  • Design and implement risk models that support our business activities.
  • Participate in the development and maintenance of our CMM framework.
  • Conduct independent model reviews of relevant models employed in SG Americas.
  • Collaborate with quantitative experts to ensure model accuracy and compliance.

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.
  • Familiarity with model risk management practices and regulatory requirements.

What We Offer

  • An estimated salary range of $120,000 - $180,000 per year, depending on experience.
  • A minimum of 20 vacation days + 4 personal days per year.
  • Supportive maternity, paternity, parental, and adoption leave policy.
  • Health spending and personal spending accounts with eligible reimbursement categories.
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program.
  • Various Employee Resource Groups (ERG) to engage with.
  • A culture of continuous development by encouraging various training programs.

About Us

SG Societe Generale de Surveillance SA is a leading global risk management firm that helps organizations navigate complex financial markets. Our mission is to provide innovative solutions and expert guidance to clients worldwide.



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