Senior Risk Model Development Specialist
1 month ago
We are seeking a skilled Senior Quantitative Advisor to join our team at SGS Société Générale de Surveillance SA. This is an exciting opportunity for an experienced professional to contribute to the development and maintenance of our continuous model monitoring framework.
As a key member of our Risk Management Department, you will participate in the design, implementation, and oversight of our model risk management system. Your expertise will be essential in ensuring that our models are sound, effective, and compliant with regulatory requirements.
Key Responsibilities- Develop and maintain the continuous model monitoring framework to assess model performance and effectiveness
- Conduct independent model reviews at all stages of the lifecycle, including conceptual soundness assessments and data verification
- Collaborate with cross-functional teams to ensure model consistency and integrity
- Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM (Master's or PhD preferred)
- Minimum 3 years of experience in model development, validation, or front-office quant roles; fewer years accepted with a PhD
- Strong programming skills in Python, R, C++, or similar languages
- Experience working with large datasets and quantitative analysis
- Familiarity with model risk management practices and regulatory requirements
- An estimated salary of $110,000 - $140,000 per annum, based on experience and qualifications
- A minimum of 20 vacation days + 4 personal days
- Supportive maternity, paternity, parental, and adoption leave policy
- Health spending and personal spending accounts
- Fully sponsored virtual healthcare assistance
- Continuous development through various training programs
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