Quantitative Risk Model Validator
3 days ago
At SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Model Validator to join our team. This exciting opportunity offers a competitive salary of $120,000 - $180,000 per annum, depending on experience.
About the RoleThe Quantitative Risk Model Validator will be responsible for executing independent reviews of business models under US and Canada regulations, working closely with cross-functional teams. Key tasks include:
- Model Review: Independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
- Data Quality: Verify the quality and consistency of data inputs, transformations, and outputs, using advanced statistical techniques to address complex datasets.
- Model Replication: Review and replicate model architecture to ensure computational accuracy and correct implementation.
- Output Analysis: Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy.
This role requires 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 is also essential. Excellent written and verbal communication skills are necessary for working with both technical and non-technical staff.
About UsSGS Société Générale de Surveillance SA offers a dynamic work environment with opportunities for growth and development. Our company is committed to diversity and inclusion, and we strive to create a culture that promotes innovation and collaboration. As a Quantitative Risk Model Validator, you will have the opportunity to work with a talented team of professionals who share your passion for risk management and quantitative analysis.
BenefitsWe offer a comprehensive benefits package, including minimum 20 vacation days, supportive maternity and paternity leave policies, and health spending accounts. Our employees also enjoy access to virtual healthcare assistance, employee resource groups, and training programs through Coursera, GoFluent, Pluralsight, and other platforms.
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