Quantitative Risk Management Specialist
21 hours ago
The Societe Generale group seeks a highly skilled Quantitative Risk Management Specialist to join its Risk Management Department.
About the JobThe department's mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving the best possible outcome for the bank. The department oversees various risks including market, liquidity, operational, model, and other risks of corporate and investment banking business activities.
In this role, you will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis, and risk management of the model portfolio, ensuring adherence to regulatory requirements.
Main Responsibilities- Conduct independent model review of relevant models that are employed in SG Americas at all stages of their lifecycle by assessing conceptual soundness, working with large datasets, analyzing model output through backtesting, benchmarking, sensitivity analysis using quantitative tools and techniques, reviewing ongoing monitoring, and evaluating model governance aspects.
To succeed in this role, you should have:
- A Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
- Minimum 3 years in model development, validation, or a front-office quant role; fewer years accepted with a PhD.
- Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics, econometrics, and machine learning.
- Experience working with large datasets and quantitative analysis.
- Excellent written and verbal communication skills for working with both technical and non-technical staff.
- Familiarity with model risk management practices and regulatory requirements.
Societe Generale offers a comprehensive benefits package, including:
- Minimum of 20 Vacation days + 4 personal days
- Supportive Maternity, paternity, parental and adoption leave policy
- Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories
- Fully sponsored virtual healthcare assistance and Employee Assistance Program
- Variety of Employee Resource Groups (ERG)
- Culture of continuous development by encouraging employees various training programs.
This role offers an estimated salary range of $120,000 - $180,000 per annum, based on experience and qualifications.
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