Quantitative Risk Manager
4 weeks ago
SGS Société Générale de Surveillance SA is a leading global company that contributes to the sustainable growth of its clients through expertise, understanding of risks, and risk management techniques.
Salary and BenefitsThe estimated salary for this position is around $120,000 per year. The package also includes minimum 20 Vacation days + 4 personal days, supportive Maternity, paternity, parental and adoption leave policy, health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories, fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family, various Employee Resource Groups (ERG), and a culture of continuous development by encouraging our employees various training programs.
Job DescriptionThe Model Risk Management (MRM) team embedded within the Risk Management function in SG CIB oversees model risk management. MRM is responsible for the second line of defense for model risk and supervises the model risk management function for the SG America regions (US, Canada, and Latin America). In this respect, MRM notably oversees the SG America's governance for model risk and conducts the independent review of the models in its scope.
In collaboration with the Team Manager, the Quantitative Advisor will:
- Develop and Implement Metrics: Design and implement metrics aimed to monitor model performance in his/her model scope, including production automation and reporting.
- Implement Metrics and Reporting Dashboards: For monitoring of the effectiveness of the MRM framework in collaboration with the team in charge of overall MRM framework, policies, and procedures.
- Documentation: Draft business requirements for metric implementation to IT support and detailed description of the metric calculation methodologies, including threshold calibration for the metrics. Document model risk monitoring methodology for the MRM policies and procedures.
- Analysis of Metrics Results and Breach Management: Liaison with the first line of defense and the validation teams in the management reporting on the model risk evolution and remediation actions.
- Data Quality: Maintain the quality and consistency of data across different systems and management reporting tools used by MRM. Monitoring of the changes in the model portfolio, including model validation/approval status and execution of the model review plan.
- Model Risk Identification and Assessment: Design/maintain the scoring process for the model portfolio annual assessment and manage the execution of the process in collaboration with MRM management team.
- Collaboration: Work closely with front-office staff, model developers, model validators, IT services, and risk managers to review metrics, breaches, and contribute to their remediation efforts.
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout Societe Generale and the RoleSociete Generale is a leading international banking group that offers a wide range of financial services to individuals, companies, and institutions. As a Quantitative Risk Management Specialist in our team, you will be responsible for analyzing and managing model risk within our organization.Job Description:We are seeking...
-
Quantitative Risk Expert
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSenior Advisor Market Risk ModelsThe Risk Management Department plays a vital role in the sustainable growth of Societe Generale through its 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.The Model Risk...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Quantitative Risk Management Department at SGS Société Générale de Surveillance SA contributes to the sustainable growth of the organization through its expertise in risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best possible...
-
Risk Management Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Societe Generale group is a leading global banking institution, and our Risk Management Department plays a crucial role in its sustainable growth. As a Senior Quantitative Advisor, you will be part of a team that analyzes, assesses, manages, and monitors risk-taking activities to achieve the best possible outcome for the bank.Our Model...
-
Quantitative Risk Management Expert
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale, a leading global financial institution, is seeking a highly skilled Quantitative Risk Management Expert to join its team in the Americas.As a Quantitative Risk Management Expert, you will be responsible for participating in the development and maintenance of the continuous model monitoring (CMM) framework. Your key responsibilities will...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Société Générale de Surveillance SAWe are a leading global financial institution, committed to sustainable growth and excellence in risk management.Job SummaryThe Quantitative Advisor will be part of our Model Risk Management (MRM) team, which oversees model risk management for the SG America regions. This role is responsible for developing and...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe RoleWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team at SGS Société Générale de Surveillance SA. This role offers the opportunity to contribute to the development and implementation of risk management strategies, working closely with cross-functional teams to ensure effective risk assessment and...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team in SGS Société Générale de Surveillance SA. This role is responsible for managing model risk across various business activities.Job DescriptionThe successful candidate will be responsible for:Conducting independent model reviews of relevant models...
-
Advanced Quantitative Risk Manager
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeExplore a challenging role as an Advanced Quantitative Risk Manager at SGS Société Générale de Surveillance SA, where you will be responsible for overseeing model risk management practices and regulatory requirements.Societe Generale offers a unique opportunity to leverage your skills in quantitative analysis and risk management to drive business growth...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale de Surveillance SA is seeking a highly skilled Quantitative Risk Management Specialist to join our team in the United States. As a key member of our Risk Management Department, you will contribute to the sustainable growth of the Societe Generale group through your expertise and risk management techniques.About the Job:The Risk Management...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Societe Generale de Surveillance SASGS is a leading financial institution that contributes to sustainable growth through its expertise and risk management techniques. Our mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best possible outcome for the bank.Job SummaryWe are...
-
Quantitative Risk Management Expert
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt SGS Societe Generale de Surveillance SA, we are committed to sustainable growth through expertise and risk management techniques. Our mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.About the Job:We are seeking a highly skilled Quantitative Advisor to join our Model...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Société Générale de Surveillance SASGS Société Générale de Surveillance SA is a leading international company contributing to the sustainable growth of its clients through expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking...
-
Risk Management Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale de Surveillance SA seeks a highly skilled Risk Management Quantitative Advisor to join our team in the Americas region.As a Risk Management Quantitative Advisor, you will be responsible for contributing to the sustainable growth of Societe Generale through your expertise in risk management and quantitative analysis. You will work closely...
-
Quantitative Risk Management Specialist
2 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt Societe Generale, we are committed to fostering a culture of excellence in risk management. As a Quantitative Risk Management Specialist, you will play a critical role in helping us achieve this goal.About the JobThe Risk Management Department is responsible for providing independent analysis and assessment of risks across the organization. Our mission is...
-
Quantitative Risk Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:We are seeking a highly skilled Quantitative Risk Specialist to join our Model Risk Management (MRM) team in SG Americas. The successful candidate will play a key role in overseeing model risk management for the region, ensuring that models are sound and meet regulatory requirements.Key Responsibilities:- Conduct independent model reviews of...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout Our Team:Societe Generale's Risk Management Department plays a vital role in ensuring the sustainable growth of our organization by analyzing, assessing, and managing risks.Our Model Risk Management (MRM) team is responsible for overseeing model risk management, supervising the model risk management function, and conducting independent reviews of...
-
Quantitative Risk Management Specialist
1 month ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob OverviewWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team at SGS Société Générale de Surveillance SA. This role will be responsible for executing independent reviews of business models under US and Canada regulations.About the JobThe Risk Management Department contributes to the sustainable growth of the Societe...
-
Risk Management Quantitative Expert
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSenior Advisor Market Risk ModelsAbout the JobThe Societe Generale Group Risk Management Department plays a crucial role in ensuring the sustainable growth of the organization. Its mission is to analyze, assess, manage and monitor risk-taking activities effectively.The Model Risk Management (MRM) team oversees model risk management for SG Americas regions....
-
Quantitative Risk Expert
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale's Model Risk Management team is seeking a highly skilled Quantitative Risk Expert to join its ranks. In this role, you will be responsible for conducting independent model reviews of relevant models employed in SG Americas at all stages of their lifecycle.The successful candidate will have a strong background in quantitative finance, with a...
