Quantitative Risk Management Specialist
1 month ago
At SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Management Specialist to join our team.
About the Job:
The Risk Management Department plays a critical role in the sustainable growth of our organization by providing expertise and risk management techniques. Our mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank.
The Model Risk Management (MRM) team oversees model risk management and is responsible for the second line of defense for model risk. MRM supervises the model risk management function for the SG America regions (US, Canada, and Latin America) and oversees the governance for model risk. In this respect, MRM conducts the independent review of models within its scope.
The Quantitative Risk Management Specialist will execute independent reviews of business models under both US and Canada regulations, working closely with cross-functional teams, including business stakeholders, model developers, model validators, IT, and auditors. Presentation of validation analysis to senior management is within the scope of this role. The specialist will be exposed to various models used by the business and support functions, including models for credit risk and financial crime compliance.
In collaboration with Senior Quantitative Advisors and the team Manager, the Quantitative Risk Management Specialist will:
- Model Review: Independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
- Data Quality: Verify the quality and consistency of data inputs, transformations, and outputs using advanced statistical techniques to address complex datasets.
- Model Replication: Review and replicate model architecture to ensure computational accuracy and correct implementation.
- Output Analysis: Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy.
- Ongoing Monitoring: Regularly assess model performance, recommending adjustments or redevelopment based on changes in market conditions, products, or clients.
- Model Governance: Evaluate governance aspects, including change management and ongoing monitoring, and assess overall model risk.
- Communication and Reporting: Draft detailed validation reports and communicate findings to stakeholders, including management and business partners.
- Collaboration: Work closely with front-office staff, model developers, and risk managers to review models and address remediation efforts.
Compensation and Benefits:
We offer an attractive compensation package, including a minimum salary of $100,000 per annum, plus benefits such as 20 vacation days, health spending accounts, personal spending accounts, and fully sponsored virtual healthcare assistance and Employee Assistance Program.
What We Offer:
Our hybrid work environment offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all standard protocols. Our Diversity & Inclusion Mission is to recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.
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