Quantitative Risk Management Specialist

2 weeks ago

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

Join our team as a Quantitative Risk Management Specialist and contribute to the sustainable growth of SGS Société Générale de Surveillance SA through your expertise in model risk management.

The Risk Management Department plays a crucial role in the bank's success, and as a Quantitative Risk Management Specialist, you will be responsible for analyzing, assessing, and managing model risk. Your primary tasks will include:

  • Designing and implementing metrics to monitor model performance
  • Analyzing metrics results and managing breaches
  • Maintaining data quality across different systems and management reporting tools
  • Collaborating with cross-functional teams, including model validators, model developers, and business stakeholders

As a Quantitative Risk Management Specialist, you will work closely with the Team Manager to develop and implement the continuous model monitoring (CMM) framework. You will also be responsible for:

  • Developing and implementing metrics aimed at monitoring model performance
  • Analyzing metrics results and managing breaches
  • Maintaining data quality
  • Collaborating with front-office staff, model developers, model validators, IT services, and risk managers

Requirements:

  • Bachelor's degree in a quantitative field, such as Mathematical Finance, Financial Engineering, Statistics, Engineering, or Mathematics
  • Minimum 2 years of experience in model development, validation, or a front-office quant role
  • Strong analytical skills and programming skills in Python and SQL
  • Experience working with large datasets and quantitative analysis
  • Familiarity with model risk management practices and US regulatory requirements
  • Excellent written and verbal communication skills for working with both technical and non-technical staff

Language: English

Benefits:

  • Minimum of 20 Vacation days + 4 personal days
  • Supportive Maternity, paternity, parental and adoption leave policy
  • Health spending and personal spending accounts with eligible reimbursement categories
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program
  • Various Employee Resource Groups (ERG) to engage with
  • A culture of continuous development by encouraging our employees to participate in various training programs

Culture:

Diversity & Inclusion:

Our Diversity & Inclusion Mission is to create an inclusive work environment where everyone feels valued and respected.

Hybrid Work Environment:

SGS Société Générale de Surveillance SA offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site.

  • Quantitative Portfolio Manager

    3 weeks ago

    Montreal, Quebec, Canada Quantitative Talent Ltd Full time

    Quantitative Portfolio Manager OpportunityQuantitative Talent Ltd is seeking a highly skilled Senior Quantitative Portfolio Manager to join their team. As a key member of the firm, you will be responsible for the full research, development, and trading pipeline of systematic, quantitative strategies.Key ResponsibilitiesDevelop and implement quantitative...

  • Quantitative Portfolio Manager

    3 weeks ago

    Montreal, Quebec, Canada Quantitative Talent Ltd Full time

    Quantitative Portfolio Manager OpportunityQuantitative Talent Ltd is seeking a highly skilled Senior Quantitative Portfolio Manager to join their team. As a key member of the firm, you will be responsible for the full research, development, and trading pipeline of systematic, quantitative strategies.Key ResponsibilitiesDevelop and implement quantitative...

  • Quantitative Risk Management Specialist

    7 days ago

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

    At SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Management Specialist to join our team. The successful candidate will be responsible for executing independent reviews of business models under both US and Canada regulations, working closely with cross-functional teams, including business stakeholders, model...

  • Quantitative Risk Management Specialist

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Job Title: Quantitative Risk Management SpecialistWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team at Crédit Agricole SA. As a Quantitative Risk Management Specialist, you will be responsible for the validation of pricing models used by product lines, implementation of alternative pricing models, and study of model...

  • Quantitative Risk Management Specialist

    7 days ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Job Title: Quantitative Risk Management SpecialistJob Summary:Validate and implement pricing models used by product lines to ensure accurate risk management.Contribute to the design and implementation of reserves methodologies for model risk.Provide quantitative support to risk management for all quantitative issues on P&L, sensitivities, and VaR.Collaborate...

  • Quantitative Risk Management Specialist

    6 days ago

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

    About the Role: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 Risk Management Specialist

    6 days ago

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

    About the Role: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 Risk Management Specialist

    1 week ago

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

    About the Role: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 Risk Management Specialist

    6 days ago

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

    About the Role: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 Risk Management Specialist

    3 weeks ago

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

    About 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...

  • Quantitative Risk Management Specialist

    3 weeks ago

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

    About 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...

  • Quantitative Risk Management Specialist

    7 days ago

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

    About the Role:As a Quantitative Risk Management Specialist at SGS Société Générale de Surveillance SA, you will contribute to the development and maintenance of the continuous model monitoring (CMM) framework. This involves working with large, complex datasets to verify data input quality and processing, as well as reviewing model ongoing monitoring.Key...

  • Quantitative Risk Management Specialist

    2 weeks ago

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

    About the Role:The 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...

  • Quantitative Risk Management Specialist

    1 week ago

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

    **About the Role:**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...

  • Quantitative Risk Management Specialist

    6 days ago

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

    About the Role: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 Risk Management Specialist

    2 weeks ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Job SummaryWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team. As a key member of our risk management group, you will be responsible for articulating complex concepts and findings to senior management, presenting data and validation results to support decisions, and developing and implementing comprehensive testing...

  • Quantitative Risk Management Specialist

    3 weeks ago

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

    About 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 various...

  • Quantitative Risk Management Specialist

    2 weeks ago

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

    About 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 various...

  • Quantitative Risk Management Specialist

    2 weeks ago

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

    About the RoleThe 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 Risk Management Specialist

    2 weeks ago

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

    About the RoleThe 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...