Quantitative Risk Management Specialist
3 weeks ago
The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The 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 model risk, and ensures that the company's risk management system is consistent, integral, and compliant with regulatory provisions.
The Model Risk Management (MRM) team is responsible for the second line of defense for model risk and supervises the model risk management function for the company. In this respect, MRM oversees the company's governance for model risk and conducts the independent review of the models in its scope. The team is responsible for the design of the company's model risk management system, as well as its consistency, integrity, and compliance with regulatory provisions.
The Quantitative Advisor will participate in the development and maintenance of the continuous model monitoring (CMM) framework to assess the models' performance and effectiveness of the MRM framework. In collaboration with Senior Quantitative Advisors and the team Manager, the Quantitative Advisor will:
- Work with large datasets to verify data input quality and processing, model output accuracy, and assess data quality.
Education:
Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM.
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 and machine learning.
Data Management: Experience working with large datasets and quantitative analysis.
Model Risk: Familiarity with model risk management practices and regulatory requirements.
Languages: French and English
Due to US Federal Securities law applying to this position, candidates will be required to submit to an enhanced background screening.
Benefits:
- Supportive maternity, paternity, parental and adoption leave policy
- Health spending and personal spending accounts
- Continuous development by encouraging various training programs
Diversity & Inclusion:
Our Diversity & Inclusion Mission:
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Management Specialist to join our team. The successful candidate will be responsible for executing independent reviews of business models under both US and Canada regulations, working closely with cross-functional teams, including business stakeholders, model...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob Title: Quantitative Risk Management SpecialistWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team at Crédit Agricole SA. As a Quantitative Risk Management Specialist, you will be responsible for the validation of pricing models used by product lines, implementation of alternative pricing models, and study of model...
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAt SGS Société Générale de Surveillance SA, we are seeking a highly skilled Quantitative Risk Management Specialist to join our team.About the Job:The Risk Management Department plays a critical role in the sustainable growth of our organization by providing expertise and risk management techniques. Our mission is to analyze, assess, manage, and monitor...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJoin our team as a Quantitative Risk Management Specialist and contribute to the sustainable growth of SGS Société Générale de Surveillance SA through your expertise in model risk management.The Risk Management Department plays a crucial role in the bank's success, and as a Quantitative Risk Management Specialist, you will be responsible for analyzing,...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob Title: Quantitative Risk Management SpecialistJob Summary:Validate and implement pricing models used by product lines to ensure accurate risk management.Contribute to the design and implementation of reserves methodologies for model risk.Provide quantitative support to risk management for all quantitative issues on P&L, sensitivities, and VaR.Collaborate...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeSociete Generale is a leading international financial services organization that provides innovative solutions to its clients. We are committed to being a responsible bank and contributing to the growth of our clients, employees, and communities.About the JobThis role is part of the Model Risk Management (MRM) team within the Risk Management function in SG...
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team in the Risk Management Department. This role is an exciting opportunity to work with a talented group of professionals who are dedicated to delivering exceptional results.
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the RoleWe are seeking a skilled Quantitative Risk Management Specialist to join our team in New York. This is an exciting opportunity to work with cutting-edge models and technologies, ensuring the accurate assessment and mitigation of risks.
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob DescriptionWe are seeking a skilled Quantitative Risk Management Specialist to join our team at SGS Société Générale de Surveillance SA. As a key member of our organization, you will play a crucial role in ensuring the accuracy and effectiveness of our risk management systems.About the JobThe Risk Management Department is responsible for analyzing,...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:As a Quantitative Risk Management Specialist at SGS Société Générale de Surveillance SA, you will contribute to the development and maintenance of the continuous model monitoring (CMM) framework. This involves working with large, complex datasets to verify data input quality and processing, as well as reviewing model ongoing monitoring.Key...
-
Quantitative Risk Management Specialist
4 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time**About the Role:**The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Role:The Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the sustainable growth of the company through its expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of...
-
Quantitative Risk Management Specialist
3 weeks ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob SummaryWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team. As a key member of our risk management group, you will be responsible for articulating complex concepts and findings to senior management, presenting data and validation results to support decisions, and developing and implementing comprehensive testing...
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeThe 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...
-
Quantitative Risk Management Specialist
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeOverviewSociete Generale, a leading international banking group, is seeking a highly skilled Quantitative Risk Management Specialist to join its Risk Management Department. This role will be based in the US and will be responsible for contributing to the sustainable growth of the Societe Generale group through expert risk management.Job DescriptionThe...
