Quantitative Risk Model Validator

4 weeks ago


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

The Risk Management Department at SGS Société Générale de Surveillance SA is seeking a highly skilled Quantitative Risk Model Validator to join our team. As a key member of our Model Risk Management (MRM) team, you will be responsible for ensuring the accuracy and reliability of our risk models.

Key Responsibilities
  • Conduct independent reviews of business models to ensure compliance with regulatory requirements and internal policies.
  • Develop and implement quantitative analysis and statistical tests to assess model design and conceptual soundness.
  • Collaborate with cross-functional teams, including business stakeholders, model developers, and IT, to ensure model accuracy and reliability.
  • Present validation analysis to senior management and communicate findings to stakeholders.
  • Stay up-to-date with regulatory requirements and industry best practices in model risk management.
Requirements
  • Bachelor's degree in a quantitative field, such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • Minimum 3 years of experience in model development, validation, or a front-office quant role.
  • Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics, econometrics, and machine learning.
  • Excellent written and verbal communication skills for working with both technical and non-technical staff.
  • Familiarity with model risk management practices and regulatory requirements.
What We Offer
  • A competitive salary and benefits package.
  • Opportunities for professional growth and development.
  • A dynamic and collaborative work environment.
  • Access to cutting-edge technology and tools.
About Us

SGS Société Générale de Surveillance SA is a leading global risk management company. We are committed to delivering innovative solutions to our clients and fostering a culture of excellence and collaboration.



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