Data Analysis and Quantitative Modelling Specialist

1 month ago

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

About Societe Generale:

Societe Generale is a leading international financial institution that provides a wide range of financial services to individuals, businesses, and institutions. Our mission is to contribute to the sustainable growth of our clients through innovative solutions and expertise.

Job Overview:

We are seeking a highly skilled Data Analysis and Quantitative Modelling Specialist to join our Risk Management Department. In this role, you will be responsible for executing independent reviews of business models under US and Canada regulations, working closely with cross-functional teams.

Key Responsibilities:

  • Model Review: Conduct quantitative analyses, statistical tests, and develop challenger models for benchmarking to assess model design and conceptual soundness.
  • Data Quality: Verify 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.
  • Ongoing Monitoring: Regularly assess model performance and recommend adjustments or redevelopment based on changes in market conditions, products, or clients.
  • Model Governance: Evaluate governance aspects, including change management and ongoing monitoring, and assess overall model risk.
  • Communication and Reporting: Draft detailed validation reports and communicate findings to stakeholders, including management and business partners.
  • Collaboration: Work closely with front-office staff, model developers, and risk managers to review models and address remediation efforts.

Requirements:

  • Education: Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • Experience: Minimum 3 years in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
  • Technical Proficiency: Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics, econometrics, and machine learning.
  • Data Management: Experience working with large datasets and quantitative analysis.
  • Communication: Excellent written and verbal communication skills for working with both technical and non-technical staff.
  • Model Risk: Familiarity with model risk management practices and regulatory requirements.
  • Estimated Salary: $120,000 - $180,000 per year, depending on experience.

Benefits:

  • Minimum of 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 employees and their immediate family
  • Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
  • A culture of continuous development by encouraging employees various training programs (online training and coaching platform)

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