Strategic Risk Modeling Expert

1 week ago

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

Societe Generale is a leading international banking group that contributes to the sustainable growth of its clients by providing tailored financial solutions. Our mission is to provide innovative and responsible financial solutions.

We are seeking a Strategic Risk Modeling Expert to join our team in the United States. This role will be based in New York, USA.

About the Job

The Risk Management Department plays a vital role in ensuring the bank's growth through its expertise, understanding of risks, and risk management techniques. The department oversees enterprise, strategic, credit, market, liquidity, operational, model, and other risks of corporate and investment banking business activities.

In this role, you will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis. You will work closely with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and support functions.

Main Responsibilities
  • Conduct independent model review of relevant models at all stages of their lifecycle.
  • Assess model conceptual soundness to ensure consistency of model design by performing quantitative analyses and statistical tests.
  • Analyze model output through backtesting, benchmarking, sensitivity analysis using quantitative tools and techniques.
  • Review model ongoing monitoring to ensure changes in products, exposures, activities, clients, or market conditions trigger adjustment, redevelopment, or replacement of the model.
Required Skills and Qualifications
  • Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • Minimum 3 years in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
  • 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.
  • Excellent written and verbal communication skills for working with both technical and non-technical staff.
  • Familiarity with model risk management practices and regulatory requirements.
Benefits
  • Minimum of 20 vacation days + 4 personal days.
  • Supportive maternity, paternity, parental, and adoption leave policy.
  • Health spending ($2000/year) and personal spending ($1000/year) accounts with 75+ eligible reimbursement categories.
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family.
  • Variety of employee resource groups (ERGs) to engage with.
  • Culture of continuous development by encouraging employees through various training programs.
Salary

$120,000 - $180,000 per annum.

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