Data Science Quantitative Advisor

4 weeks ago


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

About the Role

Societe Generale de Surveillance SA seeks a skilled Data Science Quantitative Advisor to join our Risk Management Department in the United States. This position is responsible for executing independent reviews of business models under US regulations, working closely with cross-functional teams.

Key Responsibilities

  • Independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing 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 based on changes in market conditions.
  • Evaluate governance aspects, including change management and ongoing monitoring.
  • Work closely with front-office staff, model developers, and risk managers to review models.

Requirements

To be successful in this role, you will need:

  • 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.

Compensation and Benefits

The estimated salary for this position is $120,000 per year, plus benefits, including 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, Various Employee Resource Groups (ERG) to engage with, and A culture of continuous development by encouraging our employees through various training programs.



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