Quantitative Model Risk Analyst
1 month ago
**About the Role:**
We are seeking a highly skilled Quantitative Model Risk Analyst to join our team in SGS Société Générale de Surveillance SA. This role will be responsible for participating in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
In collaboration with Senior Quantitative Advisors and the team Manager, the Quantitative Model Risk Analyst will conduct independent model review of relevant models employed in SG Americas by assessing model conceptual soundness and performing quantitative analyses, working with large datasets to verify data input quality and processing, model output accuracy, and reviewing model ongoing monitoring to ensure necessary adjustments.
**Key Responsibilities:**
- Design and implement the CMM framework to monitor and manage model risk.
- Conduct regular model reviews and assessments to identify potential risks and areas for improvement.
- Develop and maintain relationships with key stakeholders, including model developers and users.
- Provide expert advice and guidance on model risk management best practices.
**Requirements:**
To be successful in this role, you will need:
- A Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM, with a Master's or PhD preferred.
- Minimum 3 years of experience in model development, validation, or a front-office quant role, with 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.
- Familiarity with model risk management practices and regulatory requirements.
**Benefits:**
We offer a competitive salary range of $120,000 - $180,000 per year, depending on experience, plus additional benefits including supportive maternity, paternity, parental, and adoption leave policy, health spending and personal spending accounts, fully sponsored virtual healthcare assistance and Employee Assistance Program, and a culture of continuous development through various training programs.
**Diversity & Inclusion:**
We are committed to recruiting, developing, advancing, and retaining a diverse workforce. We value diversity and inclusion and strive to create a workplace that is inclusive and respectful of all employees.
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