Senior Risk Management Expert, Model Validation Specialist
3 days ago
We are seeking a seasoned Quantitative Advisor to join our team in the Risk Management Department. As a Senior Risk Management Expert, you will play a crucial role in ensuring the accuracy and reliability of our models.
About the JobThe Risk Management Department at Societe Generale de Surveillance SA is responsible for analyzing, assessing, managing, and monitoring risk-taking activities. Our mission is to provide independent oversight and expertise to ensure the sustainable growth of the company.
The Quantitative Advisor will work closely with cross-functional teams, including business stakeholders, model developers, model validators, IT, and auditors. You will be responsible for executing an independent review of business models under US and Canada regulations.
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.
To succeed in this role, you must have:
- 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.
- 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.
We offer a competitive compensation package, including:
- Estimated annual salary: $120,000 - $150,000 depending on experience.
- Minimum of 20 Vacation days + 4 personal days.
- 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.
- Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family.
- Variety of Employee Resource Groups (ERG) to engage with.
- Culture of continuous development through training programs.
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.
-
Risk Model Validation Specialist
4 weeks ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeJob SummaryWe are seeking a highly skilled Risk Model Validation Specialist to join our Market Risk Model Validation team at Banque Nationale du Canada. As a key member of our team, you will be responsible for validating and establishing the acceptability of market risk models, quantifying potential losses, and contributing to model risk governance and...
-
Risk Model Validation Expert
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout UsSociete Generale de Surveillance SA is a leading global financial institution that contributes to sustainable growth through its expertise, understanding of risks, and risk management techniques.Job OverviewWe are seeking an experienced Risk Model Validation Expert to join our Risk Management Department. The successful candidate will contribute to...
-
Quantitative Risk Model Validator
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA is seeking a highly skilled Quantitative Risk Model Validator to join its team. As a key member of the Model Risk Management (MRM) team, you will be responsible for ensuring the accuracy and reliability of risk models used by the company.Key...
-
Risk Management Specialist
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a skilled Risk Management Specialist to join our team in model validation. This is an exciting opportunity for individuals who want to work with complex data and contribute to the development of robust risk management strategies.Key ResponsibilitiesModel Review: Conduct independent assessments of model design and conceptual...
-
Quantitative Risk Analyst, Model Validation
1 week ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeOverview of the RoleThe Risk Management Department at Societe Generale de Surveillance SA plays a vital role in the sustainable growth of the company by providing expert risk analysis and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best...
-
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the organization by leveraging its expertise, understanding of risks, and risk management techniques.As a Quantitative Risk Expert, you will be part of the Model Risk Management (MRM) team, which is responsible for overseeing model...
-
Senior Manager, Credit Risk Models Expert
4 weeks ago
Montreal, Quebec, Canada https:www.energyjobline.comsitemap Full timeJob OverviewDeloitte's Financial Advisory practice is seeking a Senior Manager to lead large/complex engagements and manage key client relationships in the credit risk modeling space. The ideal candidate will have a strong background in credit risk modeling, including experience with AIRB, IFRS 9, CECL, and CCAR models.About the RoleThis role will involve...
-
Quantitative Risk Expert
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:As a Quantitative Risk Expert, you will play a crucial part in ensuring the robustness and accuracy of our market risk models. Working closely with our Risk Management team, you will be responsible for conducting independent model reviews, assessing conceptual soundness, and verifying data input quality.Key Responsibilities:Design and...
-
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeOverview of the RoleWe are seeking a highly skilled Risk Governance Specialist to join our Model Risk Management team in Montreal. This role is responsible for ensuring a consistent implementation of the Model Risk Governance framework for all models at Societe Generale in the Americas, across all model families.About the Job DescriptionThis critical role...
-
Senior Model Risk Specialist
2 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Model Risk Governance Team at SGS Société Générale de Surveillance SA is seeking a skilled Senior Model Risk Specialist to join their team in Montreal. This role is responsible for ensuring a consistent implementation of the Model Risk Governance framework for all models at Societe Generale in the Americas, across all model families.The ideal...
-
Model Risk Expert
1 week ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleIn this critical position as a Model Risk Expert, you will play a pivotal role in ensuring the integrity and soundness of business models within SGS Société Générale de Surveillance SA's operations. Working closely with cross-functional teams, you will conduct independent reviews of complex models under both US and Canada...
-
Senior Model Risk Management Expert
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSGS Société Générale de Surveillance SA is seeking a skilled Senior Model Risk Management Expert to join its team. In this role, you will be responsible for overseeing model risk management, including reviewing and replicating model architecture to ensure computational accuracy and correct implementation.Job DescriptionThe successful candidate will have...
-
Quantitative Risk Manager
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Overview:Societe Generale de Surveillance SA is seeking a highly skilled Quantitative Risk Manager to join our team as a Model Validation Expert. In this role, you will be responsible for validating complex business models used in the financial industry.About the Role:This position requires a strong background in quantitative analysis, programming...
-
Senior Model Risk Specialist
4 weeks ago
Montreal, Quebec, Canada Canada Mortgage and Housing Corporation Full timeAbout the RoleWe are seeking a Senior Model Risk Specialist to join our Model Risk Management division, Model Validation group. In this role, you will apply your advanced analytical skills and knowledge of Canada's financial and mortgage sectors to modelling initiatives at CMHC, including model development, model validation, and the interpretation of model...
-
Quantitative Risk Model Validator
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Societe Generale de Surveillance SA, SGS group is committed to fostering a culture of excellence in risk management and strategic decision-making. As a Quantitative Risk Model Validator, you will be part of the esteemed team that oversees model risk management for the SG America regions (US, Canada, and Latin America).Your primary responsibility will...
-
Quantitative Risk Model Validator
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA is seeking a highly skilled Quantitative Risk Model Validator to join our team. As a key member of our Model Risk Management (MRM) team, you will be responsible for ensuring the accuracy and reliability of our risk models.Key ResponsibilitiesConduct independent...
-
Risk Management Specialist
3 days ago
Montreal, Quebec, Canada Crédit Agricole Group Full timeJob Description:We are seeking a highly skilled Risk Management Specialist to join our team as a Model Risks Expert. In this role, you will be responsible for conducting audit assignments from planning to reporting.Key Responsibilities:Conduct an assessment of the audited activity and perform tests to validate the related control environment for its design...
-
Senior Risk Management Specialist
2 weeks ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob Title: Senior Risk Management SpecialistJob Summary:We are seeking a highly skilled Senior Risk Management Specialist to join our team at Crédit Agricole CIB. As a Senior Risk Management Specialist, you will be responsible for articulating complex concepts and findings, highlighting narratives for senior management, and presenting data and validation...
-
Senior Model Risk Governance Expert
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale is a global leader in risk management, and we're seeking an exceptional individual to join our team as a Senior Model Risk Governance Expert. This role will be based in Montreal and reports directly to the Head of Model Risk Governance.About the JobIn this critical position, you will play a pivotal role in ensuring the consistent...
-
Quantitative Risk Model Validator
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Société Générale de Surveillance SAWe are seeking a skilled Quantitative Risk Model Validator to join our team in the United States. As a member of our risk management department, you will play a critical role in ensuring the accuracy and reliability of our risk models.Key Responsibilities:Conduct independent reviews of business models under US...
