Risk Modeling Expert

21 hours ago


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

As a Risk Modeling Expert, you will play a critical role in the development and maintenance of our continuous model monitoring framework. This will involve assessing the performance and effectiveness of our models, as well as ensuring that our risk management practices are aligned with regulatory requirements.

Key Responsibilities
  • Conduct independent reviews of our models at all stages of their lifecycle, including assessment of conceptual soundness and data input quality.
  • Work collaboratively with Senior Quantitative Advisors and the team manager to develop and maintain our CMM framework.
  • Participate in the design and implementation of our model risk management system, ensuring consistency, integrity, and compliance with regulatory provisions.
Requirements
  • 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.
  • Experience working with large datasets and quantitative analysis.
  • Familiarity with model risk management practices and regulatory requirements.
What We Offer
  • An estimated salary of $120,000 per year, based on industry standards and location.
  • A minimum of 20 vacation days + 4 personal days, plus supportive maternity, paternity, parental and adoption leave policy.
  • Health and personal spending accounts, fully sponsored virtual healthcare assistance, and various Employee Resource Groups (ERG) to engage with.

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