ALM Modeling Expert

2 weeks ago

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

About the Role:

We are seeking a highly skilled ALM modeling expert to join our team at SGS Société Générale de Surveillance SA. As an ALM modeling expert, you will play a key role in maintaining and providing liquidity expertise for the Americas Region.

Key Responsibilities:

  • Maintain and provide liquidity expertise for the Americas Region
  • Owning liquidity model design and calibration (first line of defense)
  • Second-level review and explanation of Liquidity Dashboard and Reporting exposures – including regular presentation of the report to Management and the business lines
  • General Secretary of the ALCO – Ensuring it is regularly held, prepared and properly minuted
  • Scarce Resources Steering – proposing and monitoring liquidity targets and limits
  • Adherence to Liquidity Regulatory Requirements
  • Liquidity and funding risk management and execution
  • Conducting balance sheet monitoring, associated limit framework monitoring and structural risk monitoring
  • Reviewing major strategic initiatives that would have significant impact on balance sheet structure and risk

Day-to-Day Activities:

  • Ad hoc portfolio and stressed balance sheet analysis. Stress test by business line analysis.
  • Weekly review of LST results, including all drivers of stressed balance sheet, and commentary for presentations of the LST
  • Driving liquidity modeling projects, including the following efforts:
  • Participating in the design and implementation of the models and large data set analytics, usually Excel-based.
  • Description of modeling and liquidity risk in documentation (Power Point, Word formats)
  • Testing and validating the models implemented including unit tests and non-regressions tests
  • Enhancing business line analysis of stress testing
  • Collaborating with Treasury, Second Line of Defense (2LOD) / Risk department, various business lines, Operations to ensure completeness and accuracy of the business being modeled
  • Collaborating with Liquidity Reporting, IT, Data Quality and other functions supporting the implementation of the models

Requirements:

  • Undergraduate or Master's Degree in one of the following areas: Accounting, Business, Finance, Mathematics, Engineering, or Computer Science
  • Established knowledge in one or more types of funding or asset product lines (Deposits, Loans, Secured Funding, FCM, Prime Brokerage), or extensive Accounting / Balance Sheet knowledge
  • 1-3 years of industry experience
  • Financial Balance Sheet knowledge
  • Excel Skills: Data management, Pivot Tables
  • Able to translate technical modeling and business line analysis into various written formats, succinctly and clearly
  • Strong written and verbal communication skills with ability to interface with key partners
  • Leadership, project management, and effective liaison between business, quantitative research and technology teams.

Salary and Benefits:

The estimated salary for this position is $80,000 - $110,000 per year, depending on qualifications and experience. Our benefits package includes 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, fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family.

Culture and Diversity:

At SGS Société Générale de Surveillance SA, we value diversity and inclusion. We believe that a diverse and inclusive workplace fosters creativity, innovation, and collaboration. We offer a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.

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