Quantitative Risk Model Validator
4 weeks ago
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.
- 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.
- 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.
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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