Market Risk Quantitative Advisor

2 weeks ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
About Societe Generale Group

Societe Generale is a leading international financial services group that contributes to the sustainable growth of its clients, employees, and society as a whole.

The group's expertise spans asset management, advisory, corporate and investment banking, securities services, and transaction banking. Its Risk Management Department plays a critical role in ensuring the bank's risk-taking activities are managed effectively.

Job Overview

We are seeking a highly skilled Market Risk Quantitative Advisor to join our team in SG Americas. As a key member of our Model Risk Management (MRM) team, you will be responsible for overseeing model risk management and supervising the model risk management function for the SG America regions.

Your primary objective will be to design, implement, and maintain effective model risk management systems, ensuring consistency, integrity, and compliance with regulatory requirements.

Key Responsibilities
  • Conduct independent model reviews to assess conceptual soundness and perform quantitative analyses.
  • Work with large datasets to verify data input quality and processing.
  • Evaluate model governance aspects, including model change management.
Requirements
  • Bachelor's degree in a quantitative field, such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
  • Minimum 3 years of experience in model development, validation, or front-office quant roles.
  • Strong programming skills in Python, R, C++, or similar languages.
  • Advanced knowledge of statistics, econometrics, and machine learning.
  • Familiarity with model risk management practices and regulatory requirements.
Compensation and Benefits

We offer a competitive salary range of $120,000 - $180,000 per year, depending on experience. Additionally, you can expect:

  • 20 vacation days + 4 personal days.
  • A 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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