Quantitative Risk Modeler
3 weeks ago
The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department oversees enterprise, strategic, credit, market, liquidity, operational, model, and other risks of corporate and investment banking business activities.
The Model Risk Management (MRM) team, embedded within the Risk Management function in SG CIB, oversees model risk management. MRM is responsible for the second line of defense for model risk and supervises the model risk management function for the SG America regions (US, Canada, and Latin America). In this respect, MRM oversees the SG America's governance for model risk and conducts the independent review of the models in its scope.
In detail, MRM's main tasks are:
- Designing the SG America's model risk management system, ensuring consistency, integrity, and compliance with regulatory provisions.
- Managing the model approval process within its scope.
- Monitoring the models' performance and effectiveness of the MRM framework.
The Quantitative Advisor will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance and ensure adherence to regulatory requirements. In collaboration with Senior Quantitative Advisors and the team Manager, the Quantitative Advisor will:
- Conduct independent model review of relevant models by assessing model conceptual soundness and working with large datasets to verify data input quality and processing.
- Education: Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
- Experience: Minimum 3 years in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
- Technical Proficiency: Strong programming skills in Python, R, C++, or similar.
- Data Management: Experience working with large datasets and quantitative analysis.
- Model Risk: Familiarity with model risk management practices and regulatory requirements.
- Minimum of 20 Vacation days + 4 personal days
- Supportive Maternity, paternity, parental, and adoption leave policy
- Health spending and personal spending accounts
- Fully sponsored virtual healthcare assistance
- Various Employee Resource Groups (ERG)
- Culture of continuous development
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site.
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department oversees...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department oversees...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...
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Quantitative Risk Modeler
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible...
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible...
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Quantitative Risk Modeler
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Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible...
