Advanced Quantitative Risk Specialist for Market Models

1 month ago

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

The Model Risk Management Department plays a crucial part in the sustainable growth of SGS Société Générale de Surveillance SA through its expertise, risk understanding, and management techniques.

We are seeking an experienced Quantitative Advisor to join our team and contribute to the development and maintenance of the continuous model monitoring (CMM) framework. The successful candidate will be responsible for assessing models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.

Key Responsibilities
  • Design and oversee the implementation of the SG Americas' model risk management system, ensuring consistency, integrity, and compliance with regulatory requirements.
  • Manage the model approval process within the scope of the role.
  • Monitor the performance and effectiveness of the models, as well as the overall MRM framework.
Requirements

To succeed in this role, you will need:

  • A Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • At least 3 years of experience in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
  • Strong programming skills in Python, R, C++, or similar languages, with advanced knowledge of statistics, econometrics, and machine learning.
  • Experience working with large datasets and quantitative analysis.
  • Excellent written and verbal communication skills for collaboration with technical and non-technical staff.
  • Familiarity with model risk management practices and regulatory requirements.
  • Knowledge of market risk, counterparty risk, margining, or algorithmic trading models is a plus.
What We Offer

We offer a competitive salary package of approximately $120,000 - $180,000 per annum, depending on experience, as well as opportunities for professional growth and development in a dynamic and collaborative environment.

You will also have access to a range of benefits, including health insurance, retirement plans, and paid time off.

This is a fantastic opportunity to work with a leading financial institution and contribute to the success of our Model Risk Management team.

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