Quantitative Advisor Market Risk Models

21 hours ago


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

SG Societe Generale de Surveillance SA is a leading global financial institution committed to sustainable growth through risk management expertise. Our mission is to provide innovative solutions for our clients, while maintaining the highest standards of integrity and ethics.

Job Overview

We are seeking a skilled Quantitative Advisor to join our Risk Management Department. As a Quantitative Advisor, you will play a critical role in developing and maintaining our continuous model monitoring (CMM) framework. This is an excellent opportunity to leverage your analytical skills and experience in model development, validation, or front-office quant roles.

Key Responsibilities
  1. Conduct independent model reviews of relevant models by assessing model conceptual soundness through quantitative analyses and statistical tests.
  2. Work with large datasets to verify data input quality and processing.
  3. Analyze model output through backtesting and sensitivity analysis.
  4. Review ongoing monitoring to ensure necessary adjustments to models.
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 and machine learning.
  • Data Management: Experience working with large datasets.
  • Model Risk: Familiarity with model risk management practices.
  • Additional Skills: Experience with market risk, counterparty risk, or algorithmic trading models.
Compensation and Benefits

Our total compensation package includes a minimum estimated salary of $120,000 per annum, plus benefits such as a minimum of 20 vacation days, supportive maternity and parental leave policy, health spending accounts, fully sponsored virtual healthcare assistance, and a culture of continuous development with various training programs.



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