Quantitative Risk Model Expert
2 weeks ago
Job Overview
We are seeking a highly skilled Quantitative Risk Model Expert to join our team in the United States. This is an exciting opportunity for an individual with a strong background in quantitative finance, risk management, and programming skills.
About the Role
The successful candidate will participate in the development and maintenance of the continuous model monitoring framework to assess the performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis. You will work closely with cross-functional teams, including model validators (Paris and NY office), model developers, business stakeholders, IT, auditors with exposure to a variety of models across the business and support functions.
Key Responsibilities
- Conduct independent model review of relevant models that are employed in SG Americas at all stages of their lifecycle by assessing model conceptual soundness to ensure the consistency of model design by performing quantitative analyses and statistical tests.
- Work with large, complex datasets to verify data input quality and processing, model output accuracy.
- Review model ongoing monitoring to ensure that changes in products, exposures, activities, clients, or market conditions trigger adjustment, redevelopment, or replacement of the model.
- Evaluate model governance aspects such as model change management, ongoing monitoring, and inherent and residual model risk assessment.
Requirements
- Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
- Minimum 3 years in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
- Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics, econometrics, and machine learning.
- Experience working with large datasets and quantitative analysis.
- Excellent written and verbal communication skills for working with both technical and non-technical staff.
- Familiarity with model risk management practices and regulatory requirements.
- Estimated Salary: $120,000 - $180,000 per year based on location and 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
- Various Employee Resource Groups (ERG) to engage with
- A culture of continuous development by encouraging our employees various training programs
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