Quantitative Model Risk Manager

3 weeks ago


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

We are seeking a skilled Quantitative Model Risk Manager to join our team in Societe Generale de Surveillance SA. The ideal candidate will have a strong background in model development, validation, or front-office quant roles and possess excellent technical skills in programming languages such as Python, R, or C++.

Job Description

The successful candidate will be responsible for participating in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance and effectiveness of the risk management framework on an ongoing basis. Key responsibilities will include:

  • Conducting independent model review of relevant models employed in SG Americas at all stages of their lifecycle
  • Assessing model conceptual soundness to ensure consistency of model design by performing quantitative analyses and statistical tests
  • Working with large, complex datasets to verify data input quality and processing, model output accuracy
  • Analyzing model output through backtesting, benchmarking, sensitivity analysis
Requirements

To succeed in this role, you must have:

  • Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM
  • Minimum 3 years of experience in model development, validation, or front-office quant roles
  • Strong programming skills in Python, R, C++, or similar
  • Advanced knowledge of statistics, econometrics, and machine learning
Compensation and Benefits

We offer a competitive salary of $120,000 - $180,000 per year, depending on experience. Additionally, we provide a minimum of 20 vacation days, supportive leave policies, health spending accounts, and virtual healthcare assistance.



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

    Societe Generale de Surveillance SA seeks a highly skilled Quantitative Risk Modeler to join our team in the Americas. As a key member of our Model Risk Management (MRM) team, you will play a crucial role in ensuring the accuracy and reliability of our risk models.With a strong background in quantitative finance, statistics, and programming, you will be...


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

    About the RoleThe Risk Management Department plays a crucial role in driving sustainable growth at Societe Generale through its expertise and risk management techniques. The team's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.Key ResponsibilitiesParticipate in the...


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

    The Quantitative Risk Model Validator will play a crucial role in the Risk Management Department at SGS Société Générale de Surveillance SA. This individual will be responsible for conducting independent model reviews of relevant models employed in SG Americas, ensuring their conceptual soundness and accuracy throughout all stages of their lifecycle.The...


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

    Societe Generale de Surveillance SA seeks a skilled Quantitative Model Risk Analyst to join their team in the United States. This role is part of the company's mission to contribute to sustainable growth through expertise, risk understanding, and management techniques.The Risk Management Department plays a crucial role in analyzing, assessing, managing, and...


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

    The Societe Generale group is committed to sustainable growth through expertise and risk management techniques. The Risk Management Department oversees various risks, including model risk, with the objective of achieving the best possible outcome for the bank.As a Quantitative Advisor in the Model Risk Management (MRM) team, you will participate in the...


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

    About the Role:Societe Generale is seeking a skilled Quantitative Risk Model Expert to join its Risk Management Department. This team plays a critical role in ensuring the sustainable growth of the bank through expert risk analysis and management techniques.The successful candidate will be responsible for conducting independent model reviews, assessing data...


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

    About the RoleWe are seeking a highly skilled Risk Model Quantitative Advisor to join our team in SGS Société Générale de Surveillance SA. As a key member of our Risk Management Department, you will play a crucial role in ensuring the accuracy and reliability of our models.Job DescriptionThe Risk Model Quantitative Advisor will be responsible for...


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

    Secure a competitive salary of $120,000 - $180,000 annually as a Quantitative Risk Modeling Expert with SGS Societe Generale de Surveillance SA. The role involves model development, validation, and governance.About the JobThe Risk Management Department plays a crucial part in Societe Generale's growth through its expertise and understanding of risks. This...


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

    At SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Model Risk Management Expert to join our team.About the JobWe are part of the Risk Management Department, which contributes to the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. Our mission is to...


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

    Societe Generale's Model Risk Management (MRM) team seeks a skilled Quantitative Advisor to oversee model risk management for the SG America regions.The ideal candidate will possess a strong understanding of quantitative finance, programming skills in Python or R, and experience working with large datasets. A bachelor's degree in a quantitative field is...


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

    About the Role:SGS Société Générale de Surveillance SA seeks a skilled Quantitative Risk Model Analyst to join its team in Risk Management. This role is part of the second line of defense for model risk management and oversees the SG America regions (US, Canada, and Latin America).Key Responsibilities:The successful candidate will participate in the...


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

    About the JobThe Societe Generale Group's Risk Management Department plays a vital role in the bank's sustainable growth by providing expertise and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.The Model Risk Management (MRM) team...


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

    About the RoleThe Risk Management Department plays a vital role in Societe Generale's growth by providing expertise, risk understanding, and management techniques. Its mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.Job DescriptionWe are seeking a Quantitative Risk Model Specialist...


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

    Job DescriptionAt SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Modeler and Advisor to join our team in the United States. This role will be based in an office location in the US, with opportunities for remote work.About the JobThe Risk Management Department contributes significantly to the sustainable growth...


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

    **About the Role:**We are seeking a highly skilled Quantitative Model Risk Analyst to join our team in SGS Société Générale de Surveillance SA. This role will be responsible for participating in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance, effectiveness of the MRM framework, and the...


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

    About the Role:The Quantitative Risk Model Specialist will be part of the Risk Management Department, which contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage and monitor risk-taking activities...


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

    About the Role:Societe Generale de Surveillance SA seeks a highly skilled Quantitative Risk Model Expert to join our Risk Management Department. As a key member of our team, you will play a critical role in contributing to the sustainable growth of the company through your expertise and risk management techniques.The department's mission is to independently...


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

    About the JobSociete Generale's Risk Management Department plays a crucial role in the sustainable growth of the company by providing expertise, risk understanding, and management techniques.The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. It oversees various types...


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

    Job SummaryWe are seeking a highly skilled Quantitative Risk Model Analyst to join our team in SGS Société Générale de Surveillance SA.About the JobThe Risk Management Department plays a crucial role in the sustainable growth of the company by providing expertise, risk analysis, and management techniques. Our mission is to analyze, assess, manage, and...


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

    About the RoleThe Risk Management Department plays a vital role in the sustainable growth of Societe Generale by leveraging its expertise, understanding of risks, and risk management techniques. Its mission is to independently analyze, assess, manage, and monitor risk-taking activities with the goal of achieving the best possible outcome for the bank.Model...