Strategic Quantitative Risk Advisor

2 days ago


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

The Risk Management Department plays a vital role in the sustainable growth of Societe Generale de Surveillance SA, leveraging expertise and risk management techniques to drive business outcomes. The team's mission is to analyze, assess, manage, and monitor risk-taking activities, working closely with the first line-of-defense to achieve optimal results.

Societe Generale de Surveillance SA oversees enterprise, strategic, credit, market, liquidity, operational, model, and other risks associated with corporate and investment banking activities. Our Model Risk Management (MRM) team ensures model risk management within the second line of defense, supervising model risk management for SG Americas regions.

As part of MRM's scope, we oversee governance for model risk and conduct independent reviews of models used in our operations. Key tasks include designing the model risk management system, managing model approval processes, and monitoring model performance.

Job Description: Strategic Quantitative Risk Advisor

We seek a skilled Strategic Quantitative Risk Advisor to participate in the development and maintenance of the continuous model monitoring framework. This individual will collaborate with Senior Quantitative Advisors and the team Manager to:

  • Conduct independent model reviews at all stages of the model lifecycle.
  • Analyze large datasets to verify data input quality and processing.
Requirements and Qualifications

To succeed in this role, you'll need:

  • A Bachelor's degree (Master's or PhD preferred) in a quantitative field.
  • A minimum 3 years of experience in model development, validation, or front-office quant roles; fewer years accepted with a PhD.
  • Strong programming skills in Python, R, C++, or similar languages.
  • Experience working with large datasets.
  • Familiarity with model risk management practices and regulatory requirements.
Benefits

We offer a competitive salary range of $120,000 - $180,000 annually, depending on experience. Additional benefits include:
a supportive maternity, paternity, parental, and adoption leave policy;
health spending and personal spending accounts with eligible reimbursement categories;
a culture of continuous development through various training programs.



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