Senior Risk Model Manager

4 weeks ago


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

Societe Generale is seeking a highly skilled Senior Advisor Market Risk Models to join our team. As a key member of our Global Markets Division, you will be responsible for monitoring pricing and margining models, ensuring accurate and timely monitoring for the AMER branch, and collaborating with quantitative analysts to establish new monitoring requirements and methodologies.

Key Responsibilities
  1. Lead projects aimed at addressing quantitative recommendations from audits, RISQ, or regulators.
  2. Ensure project milestones and deliverables are met within scope, time, and budget constraints.
  3. Coordinate with cross-functional teams to achieve project objectives while maintaining regulatory compliance.
  4. Assist in the certification and inventory management of pricing models, ensuring model ratings are current.
  5. Ensure all documentation adheres to internal standards and regulatory requirements.
Requirements
  1. Strong understanding of pricing models, margining models, and risk metrics with demonstrated project management skills and experience delivering complex projects.
  2. Proficiency in programming languages in Python, R, and C++/C#.
  3. Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.
What We Offer

Societe Generale offers a competitive benefits package, including a minimum of 20 vacation days, supportive maternity and paternity leave policy, health spending and personal spending accounts, and a culture of continuous development through various training programs.

Our Culture

Societe Generale is committed to diversity and inclusion, with a mission to recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.



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