Quantitative Model Risk Analyst

1 week ago


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

Societe Generale de Surveillance SA is a global financial institution committed to sustainable growth through risk management expertise. As a Quantitative Model Risk Analyst, you will play a critical role in our Risk Management Department, ensuring the accuracy and effectiveness of our models.

Job Overview

We are seeking an experienced quantitative professional to join our Model Risk Management (MRM) team. The successful candidate will work closely with cross-functional teams, including model validators, developers, and business stakeholders, to design, develop, and maintain our continuous model monitoring framework.

Key Responsibilities
  • Conduct independent model reviews of relevant models used in SG Americas at all stages of their lifecycle.
  • Assess model conceptual soundness, verify data input quality and processing, and analyze model output through backtesting, benchmarking, and sensitivity analysis.
  • Evaluate model governance aspects, including model change management and ongoing monitoring.
Requirements
  • Bachelor's degree in a quantitative field, such as Mathematical Finance, Financial Engineering, Statistics, or STEM; Master's or PhD preferred.
  • Minimum 3 years of experience in model development, validation, or front-office quant roles; fewer years accepted with a PhD.
  • Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics, econometrics, and machine learning.
  • Excellent written and verbal communication skills for working with technical and non-technical staff.
Benefits
  • Estimated salary: $120,000 - $180,000 per year.
  • Minimum of 20 vacation days + 4 personal days.
  • Supportive maternity, paternity, parental, and adoption leave policy.
  • Health spending account ($2,000/year) and personal spending account ($1,000/year).
Culture

We value diversity and inclusion, promoting a hybrid work environment that offers employees flexibility to work remotely while interacting with colleagues. Our culture of continuous development encourages employees to engage in training programs and coaching platforms.



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