Strategic Risk Management Quantitative Advisor
2 days ago
About SGS Societe Generale de Surveillance SA:
We are a leading international financial services company with a strong presence in Europe, the Americas and Asia. Our mission is to contribute to the sustainable growth of our clients by providing them with innovative financial solutions.
Our team:
The Risk Management Department at SGS Societe Generale de Surveillance SA plays a critical role in ensuring the bank's sustainability by analyzing, assessing, managing and monitoring risk-taking activities. The department oversees the enterprise, strategic, credit, market, liquidity, operational, model, and other risks of our corporate and investment banking business activities.
Job Description:
Quantitative AdvisorAs a Quantitative Advisor in our Model Risk Management (MRM) team, you will be responsible for participating in the development and maintenance of the continuous model monitoring (CMM) framework. This framework assesses the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis.
You will work closely with cross-functional teams, including model validators, model developers, business stakeholders, IT, auditors, and support functions. Your primary responsibility will be to conduct independent model reviews of relevant models employed in SG Americas at all stages of their lifecycle.
This includes assessing model conceptual soundness to ensure the consistency of model design, working with large datasets to verify data input quality and processing, model output accuracy, and reviewing model 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.
Required Skills and Qualifications:
- 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.
Salary: $120,000 - $180,000 per year.
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