Senior Risk Model Advisor

1 month ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About the Role

We are seeking a highly skilled Senior Advisor to lead our Market Risk Models team within the Global Markets Division of Société Générale Corporate & Investment Banking.

Key Responsibilities
  1. Develop and implement innovative solutions to optimize the monitoring process for pricing and margining models.
  2. Collaborate with quantitative analysts to establish new monitoring requirements and methodologies.
  3. Ensure accurate and timely monitoring for the AMER branch.
  4. Enhance existing monitoring methodologies for greater accuracy and efficiency.
  5. Participate in the oversight of SGI operations, the SIMM model, and other risk metrics managed by the Global Market Department.
Requirements
  1. Strong understanding of pricing models, margining models, and risk metrics with demonstrated project management skills and experience delivering complex projects.
  2. At least 5 years of experience in a similar role with a proven track record of leading and managing a team of quantitative analysts.
  3. Proficiency in programming languages in Python, R, and C++/C#.
  4. Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.
What We Offer

We offer a competitive compensation package, including a minimum of 20 vacation days + 4 personal days, supportive maternity, paternity, parental and adoption leave policy, health spending and personal spending accounts, and a culture of continuous development.

About Us

Société Générale offers a hybrid work arrangement that 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 SG standard protocols.

Language

English is the primary language of communication for this role, with the ability to communicate in French also being a requirement.



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