Quantitative Risk Management Specialist

1 month ago


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

The Quantitative Advisor will be an integral part of the Risk Management Department within SGS Société Générale de Surveillance SA, contributing to the sustainable growth of the company through risk management expertise. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities, ensuring the best possible outcome for the bank.

In this role, you will oversee model risk management, overseeing model risk and supervising the model risk management function for the SG America regions (US, Canada, and Latin America). You will participate in the development and maintenance of the continuous model monitoring framework to assess model performance and risk management of the model portfolio.

Key Responsibilities:

  • Design and implement metrics to monitor model performance and automate reporting.
  • Implement metrics and reporting dashboards for monitoring the effectiveness of the MRM framework.
  • Analyze metrics results and breach management, liaising with the first line of defense and validation teams.
  • Maintain data quality across different systems and management reporting tools.
  • Design and maintain the scoring process for annual model portfolio assessments.

Requirements:

  • Bachelor's degree in a quantitative field, such as Mathematical Finance or Statistics.
  • Minimum 2 years of experience in model development, validation, or a front-office quant role.
  • Strong analytical skills and proficiency in Python and SQL.
  • Experience working with large datasets and quantitative analysis.
  • Familiarity with model risk management practices and US regulatory requirements.

Language: English and French



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