Quantitative Risk Management Specialist

1 week ago


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

Societe Generale de Surveillance SA, a leading global financial institution, seeks an experienced Quantitative Risk Management Specialist to join its team. We are dedicated to providing innovative risk management solutions and expert advice to our clients.

Job Description

We are looking for a skilled Quantitative Risk Management Specialist to participate in the development and maintenance of the continuous model monitoring (CMM) framework. The successful candidate will assess the models' performance and effectiveness of the MRM framework, ensuring adherence to regulatory requirements.

Main Responsibilities
  • Conduct independent model review of relevant models employed in SG Americas
  • Assess model conceptual soundness through quantitative analyses and statistical tests
  • Review ongoing monitoring to ensure models are adjusted as necessary
  • Evaluate model governance aspects such as model change management and risk assessment
Requirements
  • 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
Benefits
  • Estimated Salary: $100,000 - $150,000 per year
  • 20 days of paid vacation per year, plus 4 personal days
  • Supportive maternity, paternity, parental, and adoption leave policy
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program


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