Senior Quantitative Analyst

2 days ago


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

Societe Generale de Surveillance SA is seeking a highly skilled Senior Quantitative Analyst - Model Risk Expert to join our team in the Risk Management Department. This role offers an exciting opportunity to contribute to the sustainable growth of the company through expertise, risk understanding, and management techniques.

Job Description

The successful candidate will participate in the development and maintenance of the continuous model monitoring (CMM) framework, assessing models' performance, MRM framework effectiveness, and model business environment on an ongoing basis, ensuring adherence to regulatory requirements. Key responsibilities include:

  • Designing metrics for monitoring model performance, including production automation and reporting;
  • Implementing metrics and reporting dashboards for MRM framework effectiveness;
  • Analyzing metric results, managing breaches, and collaborating with first-line defense and validation teams;
  • Maintaining data quality across systems and management tools;
  • Designing and maintaining scoring processes for model portfolio annual assessment;
Required Skills and Qualifications

To excel in this role, candidates should possess:

  • A Bachelor's degree in a quantitative field (Master's preferred);
  • Minimum 2 years of experience in model development, validation, or front-office quant roles;
  • Strong analytical skills, proficiency in Python and SQL, and knowledge of BI tools/Microsoft Power BI;
  • Experience working with large datasets and quantitative analysis;
  • Familiarity with model risk management practices and US regulatory requirements (SR-1107).
Estimated Salary Range

$120,000 - $150,000 per annum, based on location and qualifications.

Benefits and Culture

Societe Generale de Surveillance SA offers a hybrid work arrangement, promoting interaction and collaboration while adhering to standard protocols. Benefits include minimum 20 vacation days, supportive leave policies, health spending accounts, virtual healthcare assistance, and employee resource groups. Our culture values diversity, inclusion, and continuous development through training programs.



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