Quantitative Risk Modeler

2 weeks ago

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

About This Opportunity

Societe Generale is seeking a highly skilled Quantitative Risk Modeler to join its team in the Risk Management Department. As a Quantitative Risk Modeler, you will play a crucial role in independently reviewing and validating business models to ensure they are sound and effective.

Key Responsibilities:

  • Conduct independent review of business models to assess design and conceptual soundness
  • Develop challenger models for benchmarking and verify data quality and consistency
  • Review and replicate model architecture to ensure computational accuracy and correct implementation
  • Perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance and accuracy
  • Regularly assess model performance and recommend adjustments or redevelopment based on changes in market conditions, products, or clients
  • Evaluate governance aspects, including change management and ongoing monitoring, and assess overall model risk

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 a front-office quant role
  • 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

What We Offer:

  • 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 to you and your immediate family
  • Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
  • A culture of continuous development by encouraging our employees various training programs

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