Market Risk Expertise Specialist

1 week ago


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

At SGS Société Générale de Surveillance SA, we are committed to delivering innovative solutions to our clients and enhancing our competitive position.

We are seeking a highly skilled Market Risk Expertise Specialist to join our team in the United States. This is an exciting opportunity for a talented professional to leverage their expertise in model risk management and contribute to the sustainable growth of our organization.

The successful candidate will work closely with our senior quantitative advisors and team manager to conduct independent model reviews and assessments. They will be responsible for verifying data input quality and processing, model output accuracy, and ensuring the computational accuracy of models. Additionally, they will analyze model output through backtesting, benchmarking, sensitivity analysis, and evaluate model governance aspects such as model change management and ongoing monitoring.

To succeed in this role, you will need to possess a strong background in quantitative finance, statistics, or a related field. A Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM is required. Minimum 3 years of experience in model development, validation, or a front-office quant role are necessary. Strong programming skills in Python, R, C++, or similar are essential, along with advanced knowledge of statistics, econometrics, and machine learning.

In exchange for your expertise, we offer a competitive salary of $120,000 per year, a 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, fully sponsored virtual healthcare assistance and Employee Assistance Program, and various Employee Resource Groups to engage with.



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