Senior Risk Model Lead

3 weeks ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About the Role:

As a Senior Risk Model Lead at SGS Société Générale de Surveillance SA, you will be responsible for monitoring pricing and margining models within the Global Markets Division. This involves ensuring accurate and timely monitoring for the AMER branch, enhancing existing methodologies for greater accuracy and efficiency, and collaborating with quantitative analysts to establish new monitoring requirements and methodologies.

Key Responsibilities:
  • Lead projects aimed at addressing quantitative recommendations from audits, RISQ, or regulators.
  • Ensure project milestones and deliverables are met within scope, time, and budget constraints.
  • Coordinate with cross-functional teams to achieve project objectives while maintaining regulatory compliance.
  • Assist in the certification and inventory management of pricing models, ensuring model ratings are current.
  • Ensure all documentation adheres to internal standards and regulatory requirements.

Requirements:
  • Strong understanding of pricing models, margining models, and risk metrics with demonstrated project management skills and experience delivering complex projects.
  • Proficiency in programming languages in Python, R, and C++/C#.
  • Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.

What We Offer:
  • 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 (health, training, electronics etc.)
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program to 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 various training programs (online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others)

About Us:

SGS Société Générale de Surveillance SA is a leading player in derivatives, with unrivaled over the counter and listed derivatives expertise, as well as cross-asset and economic research. Our Diversity & Inclusion Mission is to recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients. We offer 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.

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