Market Risk Quantitative Advisor

1 month ago

Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About Societe Generale
Societe Generale is a leading international banking group that offers a wide range of financial services in Europe, Asia and Americas. Our mission is to support the sustainable growth of our customers, while contributing to the prosperity of the communities we serve.

Job Description:
As a Senior Advisor Market Risk Models, you will be part of the Risk Management Department, which plays a crucial role in ensuring the bank's financial stability and integrity. Your primary responsibility will be to conduct independent model reviews, verifying the accuracy and reliability of models employed across various business activities.

Your Key Responsibilities:
  • Conduct comprehensive model reviews, assessing conceptual soundness, data quality, and computational accuracy.
  • Work with large datasets to verify input quality, processing, and output accuracy, as well as assess data consistency and modeling assumptions.
  • Develop challenger models for benchmarking, perform sensitivity analysis, and backtesting to ensure model robustness.
  • Evaluate model governance aspects, including change management, ongoing monitoring, and inherent and residual risk assessment.

Requirements:
  • Education: Bachelor's degree in a quantitative field (Master's or PhD preferred).
  • Experience: Minimum 3 years in model development, validation, or front-office quant roles; fewer years accepted with a PhD.
  • Technical Proficiency: 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.
  • Communication: Excellent written and verbal communication skills for working with technical and non-technical staff.
  • Model Risk: Familiarity with model risk management practices and regulatory requirements.

What We Offer:
  • A competitive salary estimated at $120,000 per year, based on market rates and your level of experience.
  • A minimum of 20 vacation days plus 4 personal days annually.
  • An attractive benefits package, including health spending accounts and employee assistance programs.
  • The opportunity to work with a global organization, collaborating with colleagues and partners worldwide.

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