Senior Quantitative Advisor Market Risk Models Expert

23 hours ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
Market Risk Management Quantitative Advisor

We are seeking an experienced Quantitative Advisor to join our Market Risk Management team in SGS Societe Generale de Surveillance SA. As a key member of our team, you will be responsible for ensuring the accuracy and integrity of our models used in market risk management.

About the Job:

The Risk Management Department plays a vital role in driving the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department oversees various types of risks, including model, credit, market, liquidity, operational, and others.

In this role, you will work closely with cross-functional teams, including model validators, developers, business stakeholders, IT, auditors, and support functions. Your primary responsibilities will include conducting independent model reviews, replicating and reviewing model architecture, analyzing model output, drafting validation reports, and maintaining positive relationships with stakeholders.

Key Responsibilities:

Conduct thorough reviews of relevant models used in market risk management to ensure their accuracy and integrity.Replicate and review model architecture to verify computational accuracy.Analyze model output through backtesting, benchmarking, and sensitivity analysis.Draft detailed validation reports and communicate findings to stakeholders.

Requirements:

To be successful in this role, you must have a strong background in quantitative analysis and programming skills in Python, R, C++, or similar languages. Experience working with large datasets and advanced knowledge of statistics, econometrics, and machine learning is also essential. Excellent communication and interpersonal skills are required for effective collaboration with cross-functional teams.

What We Offer:

At SGS Societe Generale de Surveillance SA, we value our employees and offer a range of benefits, including minimum 20 vacation days + 4 personal days, supportive maternity, paternity, parental, and adoption leave policy, health and personal spending accounts, fully sponsored virtual healthcare assistance, Employee Assistance Program, and various Employee Resource Groups.

Salary:

$120,000 - $150,000 per annum, depending on experience and qualifications.



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