Quantitative Advisor
4 weeks ago
The Risk Management Department at SGS Société Générale de Surveillance SA contributes to the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving, together with the first line-of-defense, the best possible outcome for the bank.
Job DescriptionThe Quantitative Advisor will execute independent review of business models under both US and Canada regulations working closely with cross functional teams, including business stakeholders, model developer, model validators (Paris and NY office), IT, auditors. Presentation of validation analysis to senior management is in the scope of this role.
Key Responsibilities- 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.
- 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, with advanced knowledge of statistics, econometrics, and machine learning.
- Data Management: Experience working with large datasets and quantitative analysis.
- Communication: Excellent written and verbal communication skills for working with both technical and non-technical staff.
- Model Risk: Familiarity with model risk management practices and regulatory requirements.
- Additional Skills: Experience with credit risk or compliance risk models.
- 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 (health, training, electronics etc.).
- Fully sponsored virtual healthcare assistance and Employee Assistance Program for you and your immediate family.
- Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
- A culture of continuous development by encouraging our employees to participate in various training programs (online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others).
Societe Generale 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.
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Title: Quantitative AdvisorSociete Generale is seeking a highly skilled Quantitative Advisor to join its Risk Management Department. The successful candidate will be responsible for conducting independent model reviews, analyzing model output, and evaluating model governance aspects.Key Responsibilities:Conduct independent model reviews of relevant...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Title: Quantitative AdvisorSociete Generale is seeking a highly skilled Quantitative Advisor to join its Risk Management Department. The successful candidate will be responsible for conducting independent model reviews, analyzing model output, and evaluating model governance aspects.Key Responsibilities:Conduct independent model reviews of relevant...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of our team, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework to assess the performance of our models, ensuring adherence to regulatory requirements.Key ResponsibilitiesDesign and...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA plays a crucial role in the sustainable growth of the company 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...
-
Risk Management Quantitative Advisor
5 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleRisk Management Quantitative Advisors play a vital role in the sustainability of our company's growth through expertise, risk understanding, and management techniques. Within the Societe Generale de Surveillance SA Risk Management Department, our team contributes to achieving the best possible outcome for the bank by independently analyzing,...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA contributes to the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at Societe Generale de Surveillance SA contributes to the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Quantitative Advisor will play a key role in the Model Risk Management team, responsible for ensuring the accuracy and reliability of models used by the business. This includes reviewing model design, conceptual soundness, and performance, as well as verifying data quality and consistency.The ideal candidate will have a strong background in...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Advisor
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Risk Management Quantitative Advisor
2 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeQuantitative Risk Management SpecialistSociete Generale is seeking a highly skilled Risk Management Quantitative Advisor to join its team in the United States, Canada, or Latin America. As a key member of the Model Risk Management (MRM) team, you will be responsible for overseeing model risk management practices and regulatory requirements.This is an...
-
Quantitative Risk Advisor
4 days ago
Montreal, Quebec, Canada Société Générale Assurances Full timeRole OverviewThe Quantitative Advisor will play a pivotal role in the Risk Management Department, contributing to the sustainable growth of the Societe Generale group through expertise, risk understanding, and management techniques.ResponsibilitiesMetrics Design and ImplementationMetrics and Reporting DashboardsDocumentationAnalysis and Breach ManagementData...
-
Market Risk Models Quantitative Advisor
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Societe Generale group is committed to sustainable growth, leveraging its expertise and risk management techniques. The Risk Management Department plays a crucial role in this endeavor.Our team, Model Risk Management (MRM), ensures model risk management for SG America regions. We oversee the governance of model risk and conduct independent...
-
Model Risk Management Quantitative Advisor
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAs a Model Risk Management Quantitative Advisor at SGS Société Générale de Surveillance SA, you will play a critical role in ensuring the accuracy and reliability of our financial models. Our team is responsible for analyzing, assessing, and managing model risk across various business activities.The successful candidate will possess a strong background...
-
Quantitative Finance Specialist
1 week ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department at Societe Generale contributes to the bank's sustainable growth through its expertise in risk analysis and management. The department's mission is to independently analyze and assess risk-taking activities to achieve the best possible outcome.As a member of the Risk Management function, the Quantitative Advisor...
-
Strategic Quantitative Advisor
22 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleAs a Strategic Quantitative Advisor within our esteemed Risk Management Department, you will play a pivotal role in ensuring the sustainable growth of Societe Generale's operations. Our mission is to provide expert analysis and risk management techniques that achieve optimal outcomes for the bank.Job OverviewThe Risk Management Department...
-
Strategic Model Evaluator
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Strategic Model Evaluator to join our team as a Quantitative Advisor. In this role, you will play a critical part in our Risk Management function, overseeing model risk and ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Job DescriptionThe successful candidate will have...
-
Quantitative Risk Management Advisor
4 days ago
Montreal, Quebec, Canada Société Générale Assurances Full timeAbout the Role:As a Quantitative Advisor within our Risk Management Department, you will play a crucial role in ensuring the sustainable growth of Société Générale through expert risk analysis and management techniques. Our team is dedicated to independently analyzing, assessing, managing, and monitoring risk-taking activities, achieving the best...
