Quantitative Risk Expert

5 days ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

About SGS Société Générale de Surveillance SA

We are seeking a highly skilled Quantitative Risk Expert to join our team. As a key member of our organization, you will be responsible for developing and maintaining the continuous model monitoring (CMM) framework.

Your primary objective will be to assess the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis. You will work closely with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and support functions.

Key Responsibilities:

  • Design and implement metrics to monitor model performance.
  • Draft business requirements for metric implementation and detailed descriptions of metric calculation methodologies.
  • Analyze metrics results and breach management, liaising with the first line of defense and validation teams in management reporting on the model risk evolution and remediation actions.
  • Maintain data quality and consistency across different systems and management reporting tools used by MRM.

Requirements:

  • Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, Engineering, or Mathematics.
  • Minimum 2 years of experience in model development, validation, or a front-office quant role.
  • Strong analytical skills, programming skills in Python and SQL, and experience working with large datasets and quantitative analysis.

Salary Range: $80,000 - $120,000 per year, depending on qualifications and experience.

This is a challenging opportunity for a skilled professional to contribute to the success of our organization. If you are motivated, detail-oriented, and have excellent communication skills, we encourage you to apply.



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