Senior Risk Model Expert

7 hours ago

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

As a Senior Risk Model Expert at SGS Société Générale de Surveillance SA, you will play a vital part in the sustainable growth of our organization. Our Risk Management Department is dedicated to providing expertise, understanding risks, and risk management techniques to ensure the best possible outcome for the bank.

The Model Risk Management (MRM) team embedded within the Risk Management function oversees model risk management. This involves conducting independent reviews of relevant models employed in SG Americas at all stages of their lifecycle.

Key Responsibilities
  • Conduct independent model review of relevant models by assessing conceptual soundness, data quality, and processing, as well as replicating and reviewing model architecture.
  • Analyze model output through backtesting, benchmarking, sensitivity analysis using quantitative tools and techniques.
  • Review ongoing monitoring to ensure that changes in products, exposures, activities, clients, or market conditions trigger adjustment, redevelopment, or replacement of the model.
  • Evaluate model governance aspects such as model change management, ongoing monitoring, and inherent and residual model risk assessment.
Requirements
  • Education: Bachelor's degree in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM (Master's or PhD preferred).
  • Experience: Minimum 3 years in model development, validation, or a front-office quant role (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 both technical and non-technical staff.
  • Model Risk: Familiarity with model risk management practices and regulatory requirements.
Additional Information

This position requires the ability to communicate in English, both orally and in writing. Due to US Federal Securities law applying to this position, candidates will be required to submit to an enhanced background screening, including the collection of their fingerprints by a third-party vendor selected by the Financial Industry Regulatory Authority (''FINRA''). The estimated salary for this position is $120,000 per annum, based on industry standards and comparable positions in the United States.

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