Quantitative Risk Expert

13 hours ago


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

About the Role

We are seeking a skilled Quantitative Risk Expert to join our team in New York. This is an exciting opportunity for someone who wants to leverage their analytical skills and experience in model development, validation, or front-office quant roles to contribute to the success of our company.

The ideal candidate will have a strong understanding of quantitative techniques and be able to design and implement metrics to monitor model performance. They will also be responsible for maintaining data quality across different systems and collaborating with cross-functional teams to ensure the effectiveness of our model risk management framework.

This role requires strong programming skills in Python and SQL, as well as experience working with large datasets and performing quantitative analysis. Familiarity with model risk management practices and US regulatory requirements (SR-1107) is a plus.

As a Quantitative Risk Expert, you will work closely with our model validators, model developers, business stakeholders, IT, auditors, and risk managers to ensure that our models are accurate, reliable, and aligned with regulatory requirements.

Key Responsibilities

  • Design and implement metrics to monitor model performance
  • Maintain data quality across different systems
  • Collaborate with cross-functional teams to ensure the effectiveness of our model risk management framework
  • Work closely with front-office staff, model developers, model validators, IT services, and risk managers

Requirements

  • Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, Engineering, or Mathematics
  • Minimum 2 years of experience in model development, validation, or a front-office quant role
  • Strong programming skills in Python and SQL
  • Experience working with large datasets and performing quantitative analysis
  • Familiarity with model risk management practices and US regulatory requirements (SR-1107) is a plus

What We Offer

  • A competitive salary of $120,000 per year
  • A minimum of 20 vacation days + 4 personal days per year
  • Supportive maternity, paternity, parental, and adoption leave policy
  • Health spending ($2,000/year) and personal spending ($1,000/year) accounts
  • Variety of Employee Resource Groups (ERGs) to engage with
  • Culture of continuous development through various training programs

About Us

We offer a hybrid work arrangement that provides employees with the flexibility to work remotely and on-site. Our company values diversity, equity, and inclusion and strives to create a workplace where everyone feels valued and respected. We believe in fostering a culture of continuous learning and professional growth and provide our employees with opportunities to develop new skills and advance their careers.



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