Quantitative Risk Advisory Expert
7 days ago
The Risk Management Department at Societe Generale de Surveillance SA contributes to the bank’s sustainable growth 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 possible outcome for the bank.
As a Quantitative Risk Advisory Expert, you will be responsible for the second line of defense for model risk and will oversee the model risk management function for the SG CIB Americas. Your main tasks will include:
- The design of the SG CIB Americas’ model risk management system, as well as its consistency, integrity, and compliance with regulatory provisions.
- Managing the model approval process within the scope of the role.
- Monitoring of the models’ performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
In this role, you will participate in the development and maintenance of the continuous model monitoring (CMM) framework. This includes conducting independent model reviews of relevant models by assessing model conceptual soundness through quantitative analyses and statistical tests, working with large datasets to verify data input quality and processing, analyzing model output through backtesting and sensitivity analysis, and reviewing ongoing monitoring to ensure necessary adjustments to models.
Must Have:
- Education: Bachelor’s degree 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 and machine learning.
- Data Management: Experience working with large datasets.
- Model Risk: Familiarity with model risk management practices.
- Additional Skills: Experience with market risk, counterparty risk, or algorithmic trading models.
-
Quantitative Risk Expert
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a skilled Quantitative Risk Expert to join our team in New York. This is an exciting opportunity for someone who wants to leverage their analytical skills and experience in model development, validation, or front-office quant roles to contribute to the success of our company.The ideal candidate will have a strong understanding of...
-
Quantitative Risk Model Expert
14 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleSGS Sociète Générale de Surveillance SA is seeking a highly skilled Quantitative Risk Model Expert to join our team. This role will be responsible for independently reviewing business models under both US and Canada regulations.Key ResponsibilitiesModel Review: Conduct quantitative analyses, statistical tests, and develop challenger...
-
Quantitative Risk Expert
1 week ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout This Opportunity:The Risk Management Department plays a vital role in the sustainable growth of SGS Société Générale de Surveillance SA through its expertise and risk management techniques. The department's mission is to independently analyze and assess risk-taking activities to achieve the best possible outcome for the bank.The Model Risk...
-
Quantitative Risk Analyst
4 weeks ago
Montreal, Quebec, Canada Crédit Agricole Group Full timeJob SummaryWe are seeking a highly skilled Quantitative Analyst to join our team at Crédit Agricole Group.Key ResponsibilitiesValidate pricing models used by product lines to ensure accuracy and reliability.Implement alternative pricing models to improve risk management and profitability.Conduct thorough studies on model risk to identify potential issues...
-
Quantitative Risk Analyst
4 weeks ago
Montreal, Quebec, Canada Crédit Agricole Group Full timeJob SummaryWe are seeking a highly skilled Quantitative Analyst to join our team at Crédit Agricole Group.Key ResponsibilitiesValidate pricing models used by product lines to ensure accuracy and reliability.Implement alternative pricing models to improve risk management and profitability.Conduct thorough studies on model risk to identify potential issues...
-
Quantitative Risk Specialist
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt Societe Generale, we're seeking a highly skilled Quantitative Advisor to join our Risk Management Department. As a key member of the Model Risk Management (MRM) team, you'll play a vital role in overseeing model risk management for our SG America regions.The ideal candidate will possess a strong quantitative background, with experience in model...
-
Quantitative Risk Expert
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout Our DepartmentThe Risk Management team at SGS Société Générale de Surveillance SA plays a critical role in the sustainable growth of the organization. Our department is responsible for analyzing, assessing, managing and monitoring risk-taking activities to achieve the best possible outcome.Our Model Risk Management (MRM) team is embedded within the...
-
Market Risk Quantitative Expert
14 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob DescriptionThe Societe Generale group is seeking a highly skilled Market Risk Quantitative Advisor to join its Risk Management Department. The successful candidate will contribute to the development and maintenance of the continuous model monitoring (CMM) framework.About UsThe Risk Management Department plays a critical role in the sustainable growth of...
-
Quantitative Risk Analyst
2 months ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeAbout the RoleAs a Quantitative Analyst - VP at Crédit Agricole SA, you will be responsible for the validation of pricing models used by various product lines. This involves:Implementation of alternative pricing models to ensure accuracy and efficiency.Conducting thorough studies of model risk to identify potential vulnerabilities.Contributing to the...
-
Quantitative Risk Analyst
2 months ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeAbout the RoleAs a Quantitative Analyst - VP at Crédit Agricole SA, you will be responsible for the validation of pricing models used by various product lines. This involves:Implementation of alternative pricing models to ensure accuracy and efficiency.Conducting thorough studies of model risk to identify potential vulnerabilities.Contributing to the...
-
Quantitative Risk Management Expert
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout SGS Societe Generale de Surveillance SAWe are a leading global financial institution committed to innovation, excellence, and integrity. Our Risk Management Department plays a crucial role in ensuring the sustainable growth of our business.Job Description: Quantitative AdvisorThe successful candidate will join our Model Risk Management team, which...
-
Quantitative Risk Model Expert
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleIn this exciting opportunity, you will have the chance to leverage your expertise in quantitative risk management to drive business growth and sustainability at Societe Generale.Job DescriptionWe are seeking a skilled Quantitative Advisor to join our team in Market Risk Models. As a key member of our Risk Management Department, you will play a...
-
Quantitative Modeling Expert
4 days ago
Montreal, Quebec, Canada undisclosed Full timeAbout the Role:The Societe Generale Risk Management Department is seeking a highly skilled Quantitative Modeling Expert to contribute to the sustainable growth of the group through its expertise, understanding of risks, and risk management techniques.The Model Risk Management (MRM) team is responsible for the second line of defense for model risk and...
-
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Quantitative Advisor role is a crucial part of the Model Risk Management (MRM) team within SGS Société Générale de Surveillance SA's Risk Management function. This team oversees model risk management, ensuring that models employed in SG Americas are accurate, effective, and compliant with regulatory requirements.In this position, you will participate...
-
Quantitative Risk Model Validator
3 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...
-
Quantitative Risk Management Expert
13 hours ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe Quantitative Advisor will be an integral part of the Model Risk Management team at Societe Generale, where they will play a crucial role in ensuring the accuracy and reliability of models used by the organization.In this position, you will participate in the development and maintenance of the continuous model monitoring framework, assessing the...
-
Quantitative Risk Analyst
2 months ago
Montreal, Quebec, Canada Crédit Agricole CIB Full timeJob Title: Quantitative Risk AnalystJob Summary:We are seeking a highly skilled Quantitative Risk Analyst to join our team at Crédit Agricole CIB. As a Quantitative Risk Analyst, you will be responsible for the validation of pricing models used by product lines, implementation of alternative pricing models, and study of model risk.Key...
-
Quantitative Risk Analyst
2 months ago
Montreal, Quebec, Canada Crédit Agricole CIB Full timeJob Title: Quantitative Risk AnalystJob Summary:We are seeking a highly skilled Quantitative Risk Analyst to join our team at Crédit Agricole CIB. As a Quantitative Risk Analyst, you will be responsible for the validation of pricing models used by product lines, implementation of alternative pricing models, and study of model risk.Key...
-
Quantitative Risk Analyst
4 weeks ago
Montreal, Quebec, Canada ProViso Staffing Full timeJob SummaryWe are seeking a highly motivated and experienced Quantitative Risk Analyst to join our team. The ideal candidate will have a strong background in quantitative finance, statistics, and machine learning, with a proven track record of developing and implementing risk models.Key ResponsibilitiesDevelop and maintain quantitative risk models to manage...
-
Quantitative Risk Analyst
4 weeks ago
Montreal, Quebec, Canada ProViso Staffing Full timeJob SummaryWe are seeking a highly motivated and experienced Quantitative Risk Analyst to join our team. The ideal candidate will have a strong background in quantitative finance, statistics, and machine learning, with a proven track record of developing and implementing risk models.Key ResponsibilitiesDevelop and maintain quantitative risk models to manage...