Quantitative Risk Model Validator
4 weeks ago
The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its 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 outcome for the bank. The department oversees enterprise, strategic, credit, market, liquidity, operational, model, and other risks of corporate and investment banking business activities.
The Model Risk Management (MRM) team, embedded within the Risk Management function in SG CIB, oversees model risk management. MRM is responsible for the second line of defense for model risk and supervises the model risk management function for the SG America regions (US, Canada, and Latin America). In this respect, MRM oversees the SG America's governance for model risk and conducts the independent review of the models in its scope.
Main Responsibilities- Design and maintain the SG America's model risk management system, ensuring consistency, integrity, and compliance with regulatory provisions.
- Manage the model approval process within its scope.
- Monitor the models' performance, effectiveness of the MRM framework, and the model business environment on an ongoing basis, and risk management of the model portfolio, ensuring adherence to regulatory requirements.
- 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, econometrics, and machine learning.
- Data Management: Experience working with large datasets and quantitative analysis.
- Communication: Excellent written and verbal communication skills for working with both technical and non-technical staff.
- Model Risk: Familiarity with model risk management practices and regulatory requirements.
- Additional Skills: Experience with market risk, counterparty risk, margining, or algorithmic trading models.
English is the primary language for this role, with the ability to communicate in English, both orally and in writing, being a requirement for collaboration with colleagues and partners in the United States.
Benefits- 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 (health, training, electronics etc.)
- 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 (online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others)
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